Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383706.2247 | 1364111.8419 | 19594.3828 | 483639.8546 | 2601153.7525 | -2117513.8978 |
Total P&L (%) | 1383.7062 | 1364.1118 | 19.5944 | 483.6399 | 2601.1538 | -2117.5139 |
Avg Daily Profit (%) | 0.6091 | 0.6004 | 0.0086 | 0.0777 | 0.1452 | 0 |
Buy And Hold Return (%) | 230.8917 | 230.8917 | 230.8917 | 230.8917 | 230.8917 | 230.8917 |
Max Trade Drawdown | -138972 | -91356 | -120518 | -3651664 | -1441046 | -2553016 |
Profit Factor | 3.2422 | 5.9773 | 1.0571 | 1.0648 | 1.9274 | 0.5457 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 47.1264 | 36.3636 | 58.1395 | 47.1264 | 36.3636 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.6376 | 10.4604 | 0.7611 | 1.1946 | 3.3729 | 0.3929 |
Largest Winning Trade | 935363 | 935363 | 50893 | 3555969 | 3555969 | 617388 |
Largest Losing Trade | -82158 | -32911 | -82158 | -1606410 | -751476 | -1606410 |
Avg Bars in Trades | 147 | 138 | 157 | 147 | 138 | 157 |
Avg Bars in Winners | 232 | 270 | 208 | 232 | 270 | 208 |
Avg Bars in Losers | 71 | 62 | 86 | 71 | 62 | 86 |
Bars Traded | 12838 | 6073 | 6765 | 12838 | 6073 | 6765 |
Profit Streak | 63.9338 | 63.9338 | 168.4338 | 63.9338 | 63.9338 | 168.4338 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617325 | 524109 | -504376 | -244671 | 6565 | -578704 |
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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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