Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779933.3952 | 736609.6834 | 43323.7118 | 2091138.7888 | 3366046.1622 | -1274907.3734 |
Total P&L (%) | 779.9334 | 736.6097 | 43.3237 | 2091.1388 | 3366.0462 | -1274.9074 |
Avg Daily Profit (%) | 0.3745 | 0.3537 | 0.0208 | 0.1483 | 0.1704 | 0 |
Buy And Hold Return (%) | 1244.1661 | 1244.1661 | 1244.1661 | 1244.1661 | 1244.1661 | 1244.1661 |
Max Trade Drawdown | -105992 | -43997 | -81289 | -1732761 | -509245 | -1666747 |
Profit Factor | 2.5105 | 4.368 | 1.1456 | 1.3511 | 2.5385 | 0.6616 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 47.191 | 45.4545 | 48.8889 | 47.191 | 45.4545 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.8094 | 5.2415 | 1.1976 | 1.512 | 3.0462 | 0.6917 |
Largest Winning Trade | 331611 | 331611 | 51945 | 1195930 | 1195930 | 507060 |
Largest Losing Trade | -73068 | -19347 | -73068 | -1529627 | -283858 | -1529627 |
Avg Bars in Trades | 273 | 263 | 282 | 273 | 263 | 282 |
Avg Bars in Winners | 375 | 368 | 382 | 375 | 368 | 382 |
Avg Bars in Losers | 181 | 176 | 186 | 181 | 176 | 186 |
Bars Traded | 24321 | 11608 | 12712 | 24321 | 11608 | 12712 |
Profit Streak | 175.8028 | 175.8028 | 188.8861 | 175.8028 | 175.8028 | 188.8861 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150906 | -149834 | -390260 | -1556 | 306413 | -579785 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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