Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601735.9604 | 1479663.8302 | 122072.1302 | 4384697.5744 | -1045469.649 | 5430167.2234 |
Total P&L (%) | 1601.736 | 1479.6638 | 122.0721 | 4384.6976 | -1045.4696 | 5430.1672 |
Avg Daily Profit (%) | 0.8894 | 0.8216 | 0.0678 | 0.2114 | 0 | 0.2231 |
Buy And Hold Return (%) | 343.0241 | 343.0241 | 343.0241 | 343.0241 | 343.0241 | 343.0241 |
Max Trade Drawdown | -83559 | -102985 | -68070 | -3994065 | -5327505 | -2096322 |
Profit Factor | 4.2048 | 6.8808 | 1.4919 | 1.2413 | 0.9022 | 1.7263 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 47.8261 | 42.1053 | 53.4483 | 47.8261 | 42.1053 | 53.4483 |
Ratio Avg Win / Avg Loss | 4.587 | 9.4612 | 1.2994 | 1.3541 | 1.2406 | 1.5036 |
Largest Winning Trade | 962079 | 962079 | 67458 | 2138609 | 2138609 | 2084025 |
Largest Losing Trade | -68070 | -29525 | -68070 | -1294306 | -1294306 | -926888 |
Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 3451 | 1669 | 1782 | 3451 | 1669 | 1782 |
Profit Streak | 4.8862 | 14.3862 | 4.8862 | 4.8862 | 14.3862 | 4.8862 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 697150 | -162485 | -445952 | 302306 | -761366 | -167491 |
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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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