Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559757.7861 | 1437330.981 | 122426.805 | 2660607.0329 | 255796.7553 | 2404810.2776 |
Total P&L (%) | 1559.7578 | 1437.331 | 122.4268 | 2660.607 | 255.7968 | 2404.8103 |
Avg Daily Profit (%) | 0.8417 | 0.7757 | 0.0661 | 0.1792 | 0.0685 | 0.174 |
Buy And Hold Return (%) | 60.8126 | 60.8126 | 60.8126 | 60.8126 | 60.8126 | 60.8126 |
Max Trade Drawdown | -95896 | -66417 | -46679 | -4793940 | -3693821 | -1945525 |
Profit Factor | 5.0938 | 9.0049 | 1.6077 | 1.2139 | 1.0388 | 1.4118 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 36.3636 | 43.75 | 40 | 36.3636 | 43.75 |
Ratio Avg Win / Avg Loss | 7.6407 | 15.7586 | 2.0671 | 1.8208 | 1.8178 | 1.8152 |
Largest Winning Trade | 1277900 | 1277900 | 67278 | 2820379 | 2820379 | 1693790 |
Largest Losing Trade | -33129 | -23827 | -33129 | -1646029 | -1646029 | -1191136 |
Avg Bars in Trades | 53 | 45 | 60 | 53 | 45 | 60 |
Avg Bars in Winners | 81 | 71 | 90 | 81 | 71 | 90 |
Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
Bars Traded | 3466 | 1515 | 1951 | 3466 | 1515 | 1951 |
Profit Streak | 38.3199 | 38.3199 | 47.3199 | 38.3199 | 38.3199 | 47.3199 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118111 | 601351 | -110374 | -130649 | -285061 | 280453 |
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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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