Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920749.9698 | 822200.0666 | 98549.9032 | 6579538.0391 | 6527528.8068 | 52009.2323 |
Total P&L (%) | 920.75 | 822.2001 | 98.5499 | 6579.538 | 6527.5288 | 52.0092 |
Avg Daily Profit (%) | 0.3682 | 0.3288 | 0.0394 | 0.1682 | 0.1678 | 0.0167 |
Buy And Hold Return (%) | 830.4971 | 830.4971 | 830.4971 | 830.4971 | 830.4971 | 830.4971 |
Max Trade Drawdown | -77169 | -64741 | -68610 | -1616406 | -1127383 | -1996680 |
Profit Factor | 2.8512 | 4.8241 | 1.349 | 2.0194 | 3.6197 | 1.0131 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.7273 | 5.0434 | 1.1804 | 1.9316 | 3.7842 | 0.8865 |
Largest Winning Trade | 358167 | 358167 | 49639 | 3499683 | 3499683 | 1197341 |
Largest Losing Trade | -60060 | -20292 | -60060 | -1271406 | -416811 | -1271406 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 99 | 103 | 96 | 99 | 103 | 96 |
Avg Bars in Losers | 51 | 55 | 48 | 51 | 55 | 48 |
Bars Traded | 6872 | 3536 | 3335 | 6872 | 3536 | 3335 |
Profit Streak | 162.086 | 162.086 | 173.086 | 162.086 | 162.086 | 173.086 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115283 | -148373 | -304188 | 481316 | 545232 | -542541 |
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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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