Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934855.2408 | 820771.4608 | 114083.7801 | 10857015.3897 | 9690994.2574 | 1166021.1324 |
Total P&L (%) | 934.8552 | 820.7715 | 114.0838 | 10857.0154 | 9690.9943 | 1166.0211 |
Avg Daily Profit (%) | 0.3739 | 0.3283 | 0.0456 | 0.188 | 0.1835 | 0.1016 |
Buy And Hold Return (%) | 819.4317 | 819.4317 | 819.4317 | 819.4317 | 819.4317 | 819.4317 |
Max Trade Drawdown | -91097 | -91039 | -54887 | -2646994 | -1382866 | -1834783 |
Profit Factor | 3.0424 | 4.2764 | 1.5505 | 2.5863 | 3.5332 | 1.3863 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 51.6484 | 51.1111 | 52.1739 | 51.6484 | 51.1111 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.8482 | 4.0904 | 1.4213 | 2.4212 | 3.3796 | 1.2707 |
Largest Winning Trade | 357320 | 357320 | 56347 | 6317217 | 6317217 | 1174874 |
Largest Losing Trade | -42197 | -42197 | -25108 | -1004645 | -1004645 | -694059 |
Avg Bars in Trades | 104 | 135 | 73 | 104 | 135 | 73 |
Avg Bars in Winners | 127 | 142 | 111 | 127 | 142 | 111 |
Avg Bars in Losers | 79 | 127 | 31 | 79 | 127 | 31 |
Bars Traded | 9475 | 6101 | 3373 | 9475 | 6101 | 3373 |
Profit Streak | 99.998 | 133.998 | 99.998 | 99.998 | 133.998 | 99.998 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105204 | -148091 | -295208 | 514148 | 554225 | -89599 |
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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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