Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958878.5278 | 832875.8363 | 126002.6915 | 11888677.3113 | 9308926.0784 | 2579751.2329 |
Total P&L (%) | 958.8785 | 832.8758 | 126.0027 | 11888.6773 | 9308.9261 | 2579.7512 |
Avg Daily Profit (%) | 0.3834 | 0.3331 | 0.0504 | 0.1916 | 0.1819 | 0.1316 |
Buy And Hold Return (%) | 748.9591 | 748.9591 | 748.9591 | 748.9591 | 748.9591 | 748.9591 |
Max Trade Drawdown | -90791 | -73738 | -34668 | -3780076 | -3061346 | -1098256 |
Profit Factor | 2.4376 | 3.2845 | 1.4167 | 2.0262 | 2.2853 | 1.594 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 47.1204 | 43.1579 | 51.0417 | 47.1204 | 43.1579 | 51.0417 |
Ratio Avg Win / Avg Loss | 2.7356 | 4.3259 | 1.3588 | 2.2738 | 3.0099 | 1.529 |
Largest Winning Trade | 390600 | 390600 | 45068 | 5707929 | 5707929 | 1396396 |
Largest Losing Trade | -34668 | -22016 | -34668 | -1706401 | -1706401 | -613319 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 7271 | 4002 | 3269 | 7271 | 4002 | 3269 |
Profit Streak | 78.9314 | 87.2648 | 78.9314 | 78.9314 | 87.2648 | 78.9314 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63032 | -117064 | -289802 | 472067 | 382860 | -15868 |
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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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