Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738298.1709 | 657514.1812 | 80783.9897 | 2502626.3724 | 4194036.7865 | -1691410.4141 |
Total P&L (%) | 738.2982 | 657.5142 | 80.784 | 2502.6264 | 4194.0368 | -1691.4104 |
Avg Daily Profit (%) | 0.2954 | 0.2631 | 0.0323 | 0.1305 | 0.1505 | 0 |
Buy And Hold Return (%) | 782.7318 | 782.7318 | 782.7318 | 782.7318 | 782.7318 | 782.7318 |
Max Trade Drawdown | -129750 | -87907 | -83612 | -3021146 | -509742 | -3122353 |
Profit Factor | 2.5793 | 3.5399 | 1.3873 | 1.5229 | 4.1705 | 0.5116 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 69.4118 | 66.6667 | 72.093 | 69.4118 | 66.6667 | 72.093 |
Ratio Avg Win / Avg Loss | 1.1367 | 1.7699 | 0.537 | 0.6711 | 2.0853 | 0.198 |
Largest Winning Trade | 154319 | 154319 | 28592 | 2260762 | 2260762 | 325067 |
Largest Losing Trade | -80039 | -53798 | -80039 | -2982075 | -373639 | -2982075 |
Avg Bars in Trades | 169 | 290 | 51 | 169 | 290 | 51 |
Avg Bars in Winners | 137 | 227 | 56 | 137 | 227 | 56 |
Avg Bars in Losers | 242 | 418 | 36 | 242 | 418 | 36 |
Bars Traded | 14409 | 12213 | 2196 | 14409 | 12213 | 2196 |
Profit Streak | 115.3503 | 131.3503 | 115.3503 | 115.3503 | 131.3503 | 115.3503 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148707 | -146888 | -312664 | -17157 | 622626 | -576905 |
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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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