Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875188.3554 | 755967.745 | 119220.6104 | 11204645.0478 | 10092387.7781 | 1112257.2697 |
Total P&L (%) | 875.1884 | 755.9677 | 119.2206 | 11204.645 | 10092.3878 | 1112.2573 |
Avg Daily Profit (%) | 0.3501 | 0.3024 | 0.0477 | 0.1893 | 0.1851 | 0.0999 |
Buy And Hold Return (%) | 677.1709 | 677.1709 | 677.1709 | 677.1709 | 677.1709 | 677.1709 |
Max Trade Drawdown | -122577 | -86416 | -43455 | -1288706 | -1184712 | -716040 |
Profit Factor | 4.2144 | 5.0494 | 2.393 | 4.741 | 7.5041 | 1.7706 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 65.1685 | 59.0909 | 71.1111 | 65.1685 | 59.0909 | 71.1111 |
Ratio Avg Win / Avg Loss | 2.2525 | 3.4958 | 0.9721 | 2.534 | 5.1952 | 0.7193 |
Largest Winning Trade | 259560 | 259560 | 48425 | 6402458 | 6402458 | 596692 |
Largest Losing Trade | -53041 | -53041 | -21104 | -716040 | -611858 | -716040 |
Avg Bars in Trades | 105 | 196 | 16 | 105 | 196 | 16 |
Avg Bars in Winners | 111 | 226 | 18 | 111 | 226 | 18 |
Avg Bars in Losers | 93 | 153 | 10 | 93 | 153 | 10 |
Bars Traded | 9385 | 8643 | 741 | 9385 | 8643 | 741 |
Profit Streak | 47.9681 | 47.9681 | 49.2181 | 47.9681 | 47.9681 | 49.2181 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54364 | -111034 | -289148 | 700213 | 656524 | -63874 |
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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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