Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880652.3281 | 770451.6009 | 110200.7272 | 8426700.6367 | 7390112.6919 | 1036587.9448 |
Total P&L (%) | 880.6523 | 770.4516 | 110.2007 | 8426.7006 | 7390.1127 | 1036.5879 |
Avg Daily Profit (%) | 0.3522 | 0.3082 | 0.0441 | 0.178 | 0.1728 | 0.0973 |
Buy And Hold Return (%) | 761.6345 | 761.6345 | 761.6345 | 761.6345 | 761.6345 | 761.6345 |
Max Trade Drawdown | -82176 | -79243 | -75073 | -829693 | -800757 | -512971 |
Profit Factor | 3.5037 | 4.7489 | 1.7536 | 3.3116 | 4.3241 | 1.7289 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 59.3407 | 57.7778 | 60.8696 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.4007 | 3.4703 | 1.1273 | 2.2691 | 3.1599 | 1.1114 |
Largest Winning Trade | 343311 | 343311 | 50188 | 4513589 | 4513589 | 381594 |
Largest Losing Trade | -51602 | -51137 | -51602 | -576775 | -576775 | -307487 |
Avg Bars in Trades | 105 | 183 | 30 | 105 | 183 | 30 |
Avg Bars in Winners | 86 | 144 | 32 | 86 | 144 | 32 |
Avg Bars in Losers | 133 | 236 | 25 | 133 | 236 | 25 |
Bars Traded | 9639 | 8252 | 1387 | 9639 | 8252 | 1387 |
Profit Streak | 101.0191 | 116.7691 | 101.0191 | 101.0191 | 116.7691 | 101.0191 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98275 | -143176 | -295161 | 613081 | 631112 | -111565 |
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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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