Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1818262.3592 | 1665498.0144 | 152764.3449 | 4573824.2859 | -1346842.3426 | 5920666.6285 |
Total P&L (%) | 1818.2624 | 1665.498 | 152.7643 | 4573.8243 | -1346.8423 | 5920.6666 |
Avg Daily Profit (%) | 0.9767 | 0.8946 | 0.0821 | 0.2067 | 0 | 0.2204 |
Buy And Hold Return (%) | 64.2893 | 64.2893 | 64.2893 | 64.2893 | 64.2893 | 64.2893 |
Max Trade Drawdown | -82732 | -113706 | -40754 | -5871612 | -8615416 | -2948622 |
Profit Factor | 4.9384 | 7.0082 | 1.8281 | 1.1588 | 0.9227 | 1.5199 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 47.9675 | 46.7742 | 49.1803 | 47.9675 | 46.7742 | 49.1803 |
Ratio Avg Win / Avg Loss | 5.357 | 7.9749 | 1.8891 | 1.257 | 1.05 | 1.5706 |
Largest Winning Trade | 1514577 | 1514577 | 60973 | 5217582 | 5217582 | 3391288 |
Largest Losing Trade | -26275 | -26097 | -26275 | -2269617 | -1607731 | -2269617 |
Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Winners | 65 | 49 | 80 | 65 | 49 | 80 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 5328 | 2211 | 3117 | 5328 | 2211 | 3117 |
Profit Streak | 36.2525 | 36.2525 | 47.2525 | 36.2525 | 36.2525 | 47.2525 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 795939 | -132668 | -244818 | -36755 | -733555 | -149760 |
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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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