Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846410.3373 | 754747.7579 | 91662.5794 | 5006686.1408 | 5262304.5924 | -255618.4516 |
Total P&L (%) | 846.4103 | 754.7478 | 91.6626 | 5006.6861 | 5262.3046 | -255.6185 |
Avg Daily Profit (%) | 0.3385 | 0.3018 | 0.0367 | 0.1574 | 0.1594 | 0 |
Buy And Hold Return (%) | 752.498 | 752.498 | 752.498 | 752.498 | 752.498 | 752.498 |
Max Trade Drawdown | -85118 | -42869 | -76846 | -2008580 | -772652 | -1987013 |
Profit Factor | 2.5648 | 4.3266 | 1.2919 | 1.7463 | 2.952 | 0.9363 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 44.3396 | 45.283 | 43.3962 | 44.3396 | 45.283 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.2196 | 5.228 | 1.6851 | 2.1922 | 3.567 | 1.2213 |
Largest Winning Trade | 327829 | 327829 | 49798 | 1992944 | 1992944 | 778784 |
Largest Losing Trade | -72233 | -19395 | -72233 | -1890003 | -454363 | -1890003 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 91 | 86 | 97 | 91 | 86 | 97 |
Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
Bars Traded | 7167 | 3396 | 3770 | 7167 | 3396 | 3770 |
Profit Streak | 163.1109 | 163.1109 | 180.4442 | 163.1109 | 163.1109 | 180.4442 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113376 | -329562 | -490217 | 367790 | -167600 | -760764 |
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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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