Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784609.1817 | 672160.6221 | 112448.5595 | 6794078.6395 | 6577479.086 | 216599.5535 |
Total P&L (%) | 784.6092 | 672.1606 | 112.4486 | 6794.0786 | 6577.4791 | 216.5996 |
Avg Daily Profit (%) | 0.3138 | 0.2688 | 0.045 | 0.1695 | 0.1682 | 0.0461 |
Buy And Hold Return (%) | 712.453 | 712.453 | 712.453 | 712.453 | 712.453 | 712.453 |
Max Trade Drawdown | -72027 | -60440 | -68027 | -2687024 | -907159 | -2891025 |
Profit Factor | 2.6536 | 3.4789 | 1.553 | 2.1449 | 3.6854 | 1.0622 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 63.7363 | 62.2222 | 65.2174 | 63.7363 | 62.2222 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.5098 | 2.1122 | 0.8283 | 1.2204 | 2.2375 | 0.5665 |
Largest Winning Trade | 151391 | 151391 | 33987 | 2737370 | 2737370 | 1083240 |
Largest Losing Trade | -57086 | -53183 | -57086 | -2594878 | -576844 | -2594878 |
Avg Bars in Trades | 76 | 130 | 23 | 76 | 130 | 23 |
Avg Bars in Winners | 56 | 87 | 28 | 56 | 87 | 28 |
Avg Bars in Losers | 109 | 199 | 14 | 109 | 199 | 14 |
Bars Traded | 6922 | 5850 | 1072 | 6922 | 5850 | 1072 |
Profit Streak | 118.9768 | 118.9768 | 284.6435 | 118.9768 | 118.9768 | 284.6435 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116473 | -147888 | -294940 | 520885 | 619388 | -447223 |
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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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