Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694410.9262 | 610044.4503 | 84366.4759 | 4762594.0271 | 4017011.3038 | 745582.7233 |
Total P&L (%) | 694.4109 | 610.0445 | 84.3665 | 4762.594 | 4017.0113 | 745.5827 |
Avg Daily Profit (%) | 0.2779 | 0.2441 | 0.0338 | 0.1555 | 0.1489 | 0.0855 |
Buy And Hold Return (%) | 498.6875 | 498.6875 | 498.6875 | 498.6875 | 498.6875 | 498.6875 |
Max Trade Drawdown | -102928 | -96704 | -43053 | -1394429 | -1280663 | -758596 |
Profit Factor | 2.817 | 3.0137 | 2.0649 | 1.9444 | 2.0687 | 1.5807 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 61.9048 | 61.5385 | 62.2642 | 61.9048 | 61.5385 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.7335 | 1.8836 | 1.2515 | 1.1966 | 1.2929 | 0.958 |
Largest Winning Trade | 210341 | 210341 | 23373 | 1169730 | 1169730 | 393794 |
Largest Losing Trade | -57177 | -57177 | -25781 | -649498 | -649498 | -527474 |
Avg Bars in Trades | 131 | 258 | 6 | 131 | 258 | 6 |
Avg Bars in Winners | 94 | 184 | 7 | 94 | 184 | 7 |
Avg Bars in Losers | 191 | 377 | 5 | 191 | 377 | 5 |
Bars Traded | 13787 | 13431 | 356 | 13787 | 13431 | 356 |
Profit Streak | 53.2859 | 142.7859 | 53.2859 | 53.2859 | 142.7859 | 53.2859 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26785 | -259733 | -488383 | 469712 | -168674 | -267686 |
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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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