Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656432.0727 | 1515524.3057 | 140907.767 | 3598371.222 | -153157.1623 | 3751528.3843 |
Total P&L (%) | 1656.4321 | 1515.5243 | 140.9078 | 3598.3712 | -153.1572 | 3751.5284 |
Avg Daily Profit (%) | 0.8921 | 0.8162 | 0.0759 | 0.1946 | 0 | 0.1968 |
Buy And Hold Return (%) | 38.0765 | 38.0765 | 38.0765 | 38.0765 | 38.0765 | 38.0765 |
Max Trade Drawdown | -153059 | -102569 | -60405 | -5528112 | -3232732 | -2440253 |
Profit Factor | 3.4162 | 5.1648 | 1.4381 | 1.193 | 0.985 | 1.4443 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 50.4132 | 44.2623 | 56.6667 | 50.4132 | 44.2623 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.3602 | 6.5038 | 1.0997 | 1.1734 | 1.2404 | 1.1044 |
Largest Winning Trade | 1320690 | 1320690 | 64178 | 2623245 | 1284265 | 2623245 |
Largest Losing Trade | -37698 | -37698 | -31929 | -2054815 | -1115187 | -2054815 |
Avg Bars in Trades | 59 | 48 | 69 | 59 | 48 | 69 |
Avg Bars in Winners | 74 | 59 | 86 | 74 | 59 | 86 |
Avg Bars in Losers | 43 | 40 | 48 | 43 | 40 | 48 |
Bars Traded | 7168 | 2979 | 4189 | 7168 | 2979 | 4189 |
Profit Streak | 0 | 0 | 40.6109 | 0 | 0 | 40.6109 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725535 | -142815 | -260949 | 4579 | -743023 | -158791 |
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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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