Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713697.9393 | 672321.3808 | 41376.5585 | 1936461.3409 | 482042.3176 | 1454419.0233 |
Total P&L (%) | 713.6979 | 672.3214 | 41.3766 | 1936.4613 | 482.0423 | 1454.419 |
Avg Daily Profit (%) | 0.314 | 0.2958 | 0.0182 | 0.1327 | 0.0775 | 0.1208 |
Buy And Hold Return (%) | 114.3451 | 114.3451 | 114.3451 | 114.3451 | 114.3451 | 114.3451 |
Max Trade Drawdown | -93054 | -113606 | -99357 | -3441178 | -3242853 | -535708 |
Profit Factor | 2.4973 | 2.9776 | 1.3027 | 1.2385 | 1.0664 | 2.693 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 80 | 78.5714 | 81.3953 | 80 | 78.5714 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.6243 | 0.8121 | 0.2978 | 0.3096 | 0.2908 | 0.6155 |
Largest Winning Trade | 128843 | 128843 | 25235 | 1063620 | 1063620 | 391141 |
Largest Losing Trade | -70398 | -70398 | -56376 | -3242853 | -3242853 | -286706 |
Avg Bars in Trades | 140 | 278 | 6 | 140 | 278 | 6 |
Avg Bars in Winners | 47 | 92 | 3 | 47 | 92 | 3 |
Avg Bars in Losers | 515 | 958 | 16 | 515 | 958 | 16 |
Bars Traded | 11961 | 11694 | 267 | 11961 | 11694 | 267 |
Profit Streak | 92.8424 | 92.8424 | 309.1757 | 92.8424 | 92.8424 | 309.1757 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593756 | 582023 | -330134 | -11413 | -235463 | -23224 |
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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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