Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738156.9488 | 614837.5037 | 123319.4451 | 9810695.4882 | 8284121.2125 | 1526574.2757 |
Total P&L (%) | 738.1569 | 614.8375 | 123.3194 | 9810.6955 | 8284.1212 | 1526.5743 |
Avg Daily Profit (%) | 0.2952 | 0.2459 | 0.0493 | 0.184 | 0.1773 | 0.1116 |
Buy And Hold Return (%) | 770.4261 | 770.4261 | 770.4261 | 770.4261 | 770.4261 | 770.4261 |
Max Trade Drawdown | -80046 | -81082 | -102878 | -2699453 | -2264195 | -4219739 |
Profit Factor | 2.4962 | 3.3292 | 1.5376 | 1.8066 | 2.4244 | 1.2405 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 67.6259 | 69.5652 | 65.7143 | 67.6259 | 69.5652 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.195 | 1.4565 | 0.8022 | 0.8649 | 1.0607 | 0.6472 |
Largest Winning Trade | 170573 | 170573 | 22191 | 2010839 | 2010839 | 862482 |
Largest Losing Trade | -52530 | -52530 | -26577 | -1313625 | -1313625 | -1071843 |
Avg Bars in Trades | 50 | 84 | 16 | 50 | 84 | 16 |
Avg Bars in Winners | 33 | 47 | 18 | 33 | 47 | 18 |
Avg Bars in Losers | 85 | 167 | 13 | 85 | 167 | 13 |
Bars Traded | 6972 | 5816 | 1156 | 6972 | 5816 | 1156 |
Profit Streak | 60.2572 | 134.2572 | 60.2572 | 60.2572 | 134.2572 | 60.2572 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149059 | -249788 | -383426 | 459724 | -86343 | -143007 |
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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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