Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279067.8005 | 1228133.4226 | 50934.3779 | 977977.9453 | 1387470.5891 | -409492.6438 |
Total P&L (%) | 1279.0678 | 1228.1334 | 50.9344 | 977.9779 | 1387.4706 | -409.4926 |
Avg Daily Profit (%) | 0.6856 | 0.6583 | 0.0273 | 0.1275 | 0.1448 | 0 |
Buy And Hold Return (%) | 133.7465 | 133.7465 | 133.7465 | 133.7465 | 133.7465 | 133.7465 |
Max Trade Drawdown | -154328 | -91904 | -184914 | -6948917 | -1822224 | -6004384 |
Profit Factor | 3.4616 | 8.226 | 1.1457 | 1.0793 | 1.3588 | 0.9516 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 48.3333 | 53.3333 | 43.3333 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.7003 | 7.1977 | 1.4982 | 1.1537 | 1.1889 | 1.2444 |
Largest Winning Trade | 1030227 | 1030227 | 74875 | 2470809 | 1127092 | 2470809 |
Largest Losing Trade | -61070 | -25841 | -61070 | -2602572 | -658717 | -2602572 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 83 | 70 | 100 | 83 | 70 | 100 |
Avg Bars in Losers | 37 | 46 | 30 | 37 | 46 | 30 |
Bars Traded | 3589 | 1773 | 1816 | 3589 | 1773 | 1816 |
Profit Streak | 64.8937 | 64.8937 | 167.3937 | 64.8937 | 64.8937 | 167.3937 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153898 | 786247 | -383752 | -328339 | 90127 | -580397 |
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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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