Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600349.9756 | 1454313.075 | 146036.9006 | 4380025.5674 | 122253.0483 | 4257772.5191 |
Total P&L (%) | 1600.35 | 1454.3131 | 146.0369 | 4380.0256 | 122.253 | 4257.7725 |
Avg Daily Profit (%) | 0.8613 | 0.7827 | 0.0786 | 0.2049 | 0.043 | 0.2034 |
Buy And Hold Return (%) | 72.177 | 72.177 | 72.177 | 72.177 | 72.177 | 72.177 |
Max Trade Drawdown | -79793 | -59079 | -57809 | -3047741 | -3581347 | -1231814 |
Profit Factor | 4.1952 | 6.8432 | 1.5796 | 1.3155 | 1.016 | 1.6836 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 38.8889 | 28.5714 | 49.2063 | 38.8889 | 28.5714 | 49.2063 |
Ratio Avg Win / Avg Loss | 6.5924 | 17.1079 | 1.6305 | 2.0673 | 2.5399 | 1.7379 |
Largest Winning Trade | 1286065 | 1286065 | 60912 | 2395089 | 2395089 | 1717291 |
Largest Losing Trade | -22665 | -20453 | -22665 | -1189316 | -693766 | -1189316 |
Avg Bars in Trades | 85 | 66 | 105 | 85 | 66 | 105 |
Avg Bars in Winners | 152 | 147 | 155 | 152 | 147 | 155 |
Avg Bars in Losers | 43 | 34 | 56 | 43 | 34 | 56 |
Bars Traded | 10821 | 4205 | 6616 | 10821 | 4205 | 6616 |
Profit Streak | 40.3171 | 0 | 51.4838 | 40.3171 | 0 | 51.4838 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611472 | -139485 | -237838 | 213499 | -507288 | -134744 |
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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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