Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875922.1779 | 777751.3163 | 98170.8616 | 7352569.9348 | 10724688.5282 | -3372118.5934 |
Total P&L (%) | 875.9222 | 777.7513 | 98.1709 | 7352.5699 | 10724.6885 | -3372.1186 |
Avg Daily Profit (%) | 0.3503 | 0.3111 | 0.0393 | 0.1726 | 0.1875 | 0 |
Buy And Hold Return (%) | 914.214 | 914.214 | 914.214 | 914.214 | 914.214 | 914.214 |
Max Trade Drawdown | -73694 | -61015 | -85927 | -2933264 | -1900186 | -5358835 |
Profit Factor | 2.644 | 4.3777 | 1.3245 | 1.4927 | 3.1581 | 0.6612 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 45.9184 | 42.8571 | 48.9796 | 45.9184 | 42.8571 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.114 | 5.837 | 1.3797 | 1.758 | 4.2107 | 0.6888 |
Largest Winning Trade | 312965 | 312965 | 56588 | 5646712 | 5646712 | 993075 |
Largest Losing Trade | -55452 | -17798 | -55452 | -2703577 | -793487 | -2703577 |
Avg Bars in Trades | 100 | 98 | 101 | 100 | 98 | 101 |
Avg Bars in Winners | 144 | 139 | 147 | 144 | 139 | 147 |
Avg Bars in Losers | 62 | 67 | 57 | 62 | 67 | 57 |
Bars Traded | 9817 | 4832 | 4985 | 9817 | 4832 | 4985 |
Profit Streak | 152.7908 | 168.5408 | 152.7908 | 152.7908 | 168.5408 | 152.7908 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151356 | -151166 | -305335 | 368343 | 441081 | -580114 |
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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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