Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859402.1106 | 742953.7572 | 116448.3534 | 7135648.7072 | 6058044.7535 | 1077603.9538 |
Total P&L (%) | 859.4021 | 742.9538 | 116.4484 | 7135.6487 | 6058.0448 | 1077.604 |
Avg Daily Profit (%) | 0.3437 | 0.2971 | 0.0466 | 0.1714 | 0.1649 | 0.0987 |
Buy And Hold Return (%) | 841.8207 | 841.8207 | 841.8207 | 841.8207 | 841.8207 | 841.8207 |
Max Trade Drawdown | -93519 | -74970 | -61550 | -1668951 | -892664 | -1044554 |
Profit Factor | 2.993 | 4.2035 | 1.5843 | 3.0893 | 4.304 | 1.6813 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 54.1176 | 59.5238 | 48.8372 | 54.1176 | 59.5238 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.5376 | 2.8584 | 1.6598 | 2.6192 | 2.9267 | 1.7614 |
Largest Winning Trade | 345386 | 345386 | 38209 | 3345543 | 3345543 | 583908 |
Largest Losing Trade | -42986 | -42986 | -35844 | -687164 | -687164 | -410195 |
Avg Bars in Trades | 80 | 105 | 56 | 80 | 105 | 56 |
Avg Bars in Winners | 102 | 115 | 87 | 102 | 115 | 87 |
Avg Bars in Losers | 54 | 92 | 25 | 54 | 92 | 25 |
Bars Traded | 6852 | 4439 | 2413 | 6852 | 4439 | 2413 |
Profit Streak | 142.3518 | 142.3518 | 431.0184 | 142.3518 | 142.3518 | 431.0184 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142185 | -147849 | -292598 | 569082 | 607387 | -135317 |
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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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