Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628998.6744 | 1471715.2853 | 157283.3891 | 5984338.0929 | 521915.9688 | 5462422.1241 |
Total P&L (%) | 1628.9987 | 1471.7153 | 157.2834 | 5984.3381 | 521.916 | 5462.4221 |
Avg Daily Profit (%) | 0.8766 | 0.792 | 0.0846 | 0.2213 | 0.0984 | 0.2165 |
Buy And Hold Return (%) | 54.8255 | 54.8255 | 54.8255 | 54.8255 | 54.8255 | 54.8255 |
Max Trade Drawdown | -95777 | -73157 | -43025 | -7253514 | -6698502 | -2588798 |
Profit Factor | 4.0516 | 6.6463 | 1.5758 | 1.198 | 1.0324 | 1.3874 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 40 | 35.4839 | 44.4444 | 40 | 35.4839 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.0774 | 12.0841 | 1.9697 | 1.7969 | 1.877 | 1.7342 |
Largest Winning Trade | 1296574 | 1296574 | 64453 | 3002467 | 3002467 | 2622781 |
Largest Losing Trade | -28240 | -21404 | -28240 | -2554296 | -1478596 | -2554296 |
Avg Bars in Trades | 176 | 146 | 204 | 176 | 146 | 204 |
Avg Bars in Winners | 301 | 238 | 350 | 301 | 238 | 350 |
Avg Bars in Losers | 92 | 96 | 88 | 92 | 96 | 88 |
Bars Traded | 22003 | 9089 | 12914 | 22003 | 9089 | 12914 |
Profit Streak | 50.7819 | 0 | 56.3652 | 50.7819 | 0 | 56.3652 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624197 | -138477 | -228861 | 128245 | -405120 | -138649 |
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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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