Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510560.6953 | 1498053.9529 | 12506.7424 | 1358923.8302 | 1484768.3461 | -125844.5159 |
Total P&L (%) | 1510.5607 | 1498.054 | 12.5067 | 1358.9238 | 1484.7683 | -125.8445 |
Avg Daily Profit (%) | 0.6699 | 0.6644 | 0.0055 | 0.1189 | 0.1226 | 0 |
Buy And Hold Return (%) | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 |
Max Trade Drawdown | -112881 | -91264 | -86069 | -2845355 | -1820985 | -1533315 |
Profit Factor | 3.5319 | 6.463 | 1.0388 | 1.1528 | 1.3836 | 0.9749 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 39.4958 | 33.3333 | 45.7627 | 39.4958 | 33.3333 | 45.7627 |
Ratio Avg Win / Avg Loss | 5.4106 | 12.926 | 1.2312 | 1.766 | 2.7671 | 1.1555 |
Largest Winning Trade | 1160006 | 1160006 | 57023 | 2085668 | 2085668 | 998647 |
Largest Losing Trade | -32973 | -17607 | -32973 | -1017727 | -321342 | -1017727 |
Avg Bars in Trades | 103 | 85 | 121 | 103 | 85 | 121 |
Avg Bars in Winners | 188 | 168 | 203 | 188 | 168 | 203 |
Avg Bars in Losers | 47 | 44 | 51 | 47 | 44 | 51 |
Bars Traded | 12292 | 5141 | 7151 | 12292 | 5141 | 7151 |
Profit Streak | 40.3584 | 40.3584 | 46.3584 | 40.3584 | 40.3584 | 46.3584 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545544 | -155724 | -706382 | -89150 | -203493 | -756451 |
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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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