Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260551.5198 | 1153696.1834 | 106855.3364 | 1789298.9147 | -559027.5358 | 2348326.4505 |
Total P&L (%) | 1260.5515 | 1153.6962 | 106.8553 | 1789.2989 | -559.0275 | 2348.3265 |
Avg Daily Profit (%) | 0.6786 | 0.621 | 0.0575 | 0.1583 | 0 | 0.1723 |
Buy And Hold Return (%) | 74.3446 | 74.3446 | 74.3446 | 74.3446 | 74.3446 | 74.3446 |
Max Trade Drawdown | -82864 | -89924 | -57573 | -3302784 | -3441245 | -1580275 |
Profit Factor | 3.2108 | 4.799 | 1.4009 | 1.1177 | 0.9381 | 1.381 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.4444 | 44.0678 | 44.8276 | 44.4444 | 44.0678 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.0134 | 6.0911 | 1.7242 | 1.3972 | 1.1907 | 1.6997 |
Largest Winning Trade | 1032496 | 1032496 | 56182 | 1683289 | 1554787 | 1683289 |
Largest Losing Trade | -35186 | -26792 | -35186 | -962945 | -962945 | -558230 |
Avg Bars in Trades | 44 | 31 | 58 | 44 | 31 | 58 |
Avg Bars in Winners | 66 | 43 | 88 | 66 | 43 | 88 |
Avg Bars in Losers | 27 | 21 | 33 | 27 | 21 | 33 |
Bars Traded | 5215 | 1840 | 3375 | 5215 | 1840 | 3375 |
Profit Streak | 36.4953 | 36.4953 | 43.162 | 36.4953 | 36.4953 | 43.162 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626584 | -159159 | -325109 | -84190 | -757554 | -171588 |
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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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