Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756833.6908 | 624729.9886 | 132103.7022 | 11169168.3825 | 16429787.8751 | -5260619.4926 |
Total P&L (%) | 756.8337 | 624.73 | 132.1037 | 11169.1684 | 16429.7879 | -5260.6195 |
Avg Daily Profit (%) | 0.3027 | 0.2499 | 0.0528 | 0.1892 | 0.2045 | 0 |
Buy And Hold Return (%) | 928.1337 | 928.1337 | 928.1337 | 928.1337 | 928.1337 | 928.1337 |
Max Trade Drawdown | -104789 | -95738 | -64772 | -9445262 | -1464395 | -9445262 |
Profit Factor | 2.9612 | 4.5565 | 1.6283 | 1.7661 | 6.2811 | 0.5413 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 64.9485 | 64.5833 | 65.3061 | 64.9485 | 64.5833 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.5981 | 2.4987 | 0.865 | 0.9532 | 3.4445 | 0.2875 |
Largest Winning Trade | 171167 | 171167 | 44968 | 9204694 | 9204694 | 1134967 |
Largest Losing Trade | -64772 | -54328 | -64772 | -9445262 | -993329 | -9445262 |
Avg Bars in Trades | 97 | 100 | 95 | 97 | 100 | 95 |
Avg Bars in Winners | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Losers | 91 | 100 | 81 | 91 | 100 | 81 |
Bars Traded | 9490 | 4817 | 4673 | 9490 | 4817 | 4673 |
Profit Streak | 73.4292 | 123.9292 | 73.4292 | 73.4292 | 123.9292 | 73.4292 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147766 | -146906 | -285185 | 430430 | 703530 | -578139 |
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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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