Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995639.4595 | 861191.2159 | 134448.2436 | 12762534.3116 | 9815463.8895 | 2947070.4221 |
Total P&L (%) | 995.6395 | 861.1912 | 134.4482 | 12762.5343 | 9815.4639 | 2947.0704 |
Avg Daily Profit (%) | 0.398 | 0.3443 | 0.0537 | 0.1943 | 0.1839 | 0.1367 |
Buy And Hold Return (%) | 679.0521 | 679.0521 | 679.0521 | 679.0521 | 679.0521 | 679.0521 |
Max Trade Drawdown | -113585 | -88963 | -41782 | -1831935 | -1477436 | -1149695 |
Profit Factor | 2.8615 | 3.8058 | 1.5899 | 2.6366 | 3.2647 | 1.8507 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 55.0459 | 55.5556 | 54.5455 | 55.0459 | 55.5556 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3369 | 3.0446 | 1.3249 | 2.1532 | 2.6118 | 1.5422 |
Largest Winning Trade | 374873 | 374873 | 64165 | 4817580 | 4817580 | 1866526 |
Largest Losing Trade | -57556 | -57556 | -32411 | -1149695 | -838934 | -1149695 |
Avg Bars in Trades | 41 | 50 | 33 | 41 | 50 | 33 |
Avg Bars in Winners | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Losers | 34 | 46 | 22 | 34 | 46 | 22 |
Bars Traded | 4557 | 2709 | 1848 | 4557 | 2709 | 1848 |
Profit Streak | 75.3496 | 147.3496 | 75.3496 | 75.3496 | 147.3496 | 75.3496 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3629 | -244512 | -463974 | 537373 | -164231 | -187463 |
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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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