Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757175.3177 | 700767.4813 | 56407.8364 | 3497661.4593 | 5417969.0998 | -1920307.6406 |
Total P&L (%) | 757.1753 | 700.7675 | 56.4078 | 3497.6615 | 5417.9691 | -1920.3076 |
Avg Daily Profit (%) | 0.3028 | 0.2803 | 0.0226 | 0.1434 | 0.1605 | 0 |
Buy And Hold Return (%) | 833.4599 | 833.4599 | 833.4599 | 833.4599 | 833.4599 | 833.4599 |
Max Trade Drawdown | -104185 | -78537 | -127116 | -3353063 | -2617655 | -3980804 |
Profit Factor | 2.4324 | 4.5388 | 1.1706 | 1.2992 | 2.2243 | 0.7357 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.9438 | 44.4444 | 45.4545 | 44.9438 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.9796 | 5.6735 | 1.4047 | 1.5915 | 2.7804 | 0.8828 |
Largest Winning Trade | 240216 | 240216 | 52858 | 2148733 | 2148733 | 1158619 |
Largest Losing Trade | -58657 | -25719 | -58657 | -2259471 | -960416 | -2259471 |
Avg Bars in Trades | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Winners | 104 | 85 | 122 | 104 | 85 | 122 |
Avg Bars in Losers | 58 | 60 | 56 | 58 | 60 | 56 |
Bars Traded | 7043 | 3225 | 3817 | 7043 | 3225 | 3817 |
Profit Streak | 159.4556 | 159.4556 | 175.4556 | 159.4556 | 159.4556 | 175.4556 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152573 | -150726 | -362084 | -2394 | 376963 | -581517 |
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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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