Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2375840.7779 | 2307218.1803 | 68622.5976 | 2491223.6257 | 163703.8227 | 2327519.803 |
Total P&L (%) | 2375.8408 | 2307.2182 | 68.6226 | 2491.2236 | 163.7038 | 2327.5198 |
Avg Daily Profit (%) | 1.0515 | 1.0211 | 0.0304 | 0.1442 | 0.0429 | 0.1413 |
Buy And Hold Return (%) | 348.7562 | 348.7562 | 348.7562 | 348.7562 | 348.7562 | 348.7562 |
Max Trade Drawdown | -108857 | -102681 | -43948 | -4650410 | -4675191 | -1056490 |
Profit Factor | 4.5096 | 5.3864 | 1.4546 | 1.1665 | 1.0136 | 1.7843 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 53.7736 | 45.283 | 62.2642 | 53.7736 | 45.283 | 62.2642 |
Ratio Avg Win / Avg Loss | 3.8767 | 6.5085 | 0.8816 | 1.0028 | 1.2248 | 1.0814 |
Largest Winning Trade | 1401132 | 1401132 | 25523 | 2739579 | 2739579 | 1166874 |
Largest Losing Trade | -63024 | -63024 | -27121 | -1726931 | -1726931 | -663369 |
Avg Bars in Trades | 82 | 156 | 8 | 82 | 156 | 8 |
Avg Bars in Winners | 97 | 222 | 7 | 97 | 222 | 7 |
Avg Bars in Losers | 65 | 101 | 11 | 65 | 101 | 11 |
Bars Traded | 8763 | 8294 | 469 | 8763 | 8294 | 469 |
Profit Streak | 4.3765 | 4.3765 | 15.6265 | 4.3765 | 4.3765 | 15.6265 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 794177 | -160578 | -496334 | -36233 | -688628 | -179598 |
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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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