Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865095.2002 | 698077.972 | 167017.2282 | 18743679.0299 | 15463979.0546 | 3279699.9753 |
Total P&L (%) | 865.0952 | 698.078 | 167.0172 | 18743.679 | 15463.9791 | 3279.7 |
Avg Daily Profit (%) | 0.3459 | 0.2791 | 0.0668 | 0.2097 | 0.202 | 0.1409 |
Buy And Hold Return (%) | 830.9369 | 830.9369 | 830.9369 | 830.9369 | 830.9369 | 830.9369 |
Max Trade Drawdown | -83947 | -83494 | -57880 | -3219113 | -1587884 | -4659993 |
Profit Factor | 3.1062 | 3.8547 | 2.0048 | 2.9048 | 5.0799 | 1.5421 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 68.8172 | 67.3913 | 70.2128 | 68.8172 | 67.3913 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.4075 | 1.8652 | 0.8505 | 1.3162 | 2.458 | 0.6542 |
Largest Winning Trade | 177263 | 177263 | 25332 | 5342042 | 5342042 | 2505673 |
Largest Losing Trade | -51973 | -51973 | -28626 | -2355053 | -848003 | -2355053 |
Avg Bars in Trades | 73 | 120 | 27 | 73 | 120 | 27 |
Avg Bars in Winners | 59 | 89 | 30 | 59 | 89 | 30 |
Avg Bars in Losers | 104 | 183 | 19 | 104 | 183 | 19 |
Bars Traded | 6816 | 5537 | 1279 | 6816 | 5537 | 1279 |
Profit Streak | 252.5363 | 252.5363 | 256.203 | 252.5363 | 252.5363 | 256.203 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134425 | -146405 | -264135 | 612381 | 706030 | -2575 |
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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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