Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390441.7937 | 1336401.9048 | 54039.8889 | 3228628.6955 | 5141312.1924 | -1912683.4969 |
Total P&L (%) | 1390.4418 | 1336.4019 | 54.0399 | 3228.6287 | 5141.3122 | -1912.6835 |
Avg Daily Profit (%) | 0.7613 | 0.7317 | 0.0296 | 0.1921 | 0.217 | 0 |
Buy And Hold Return (%) | 820.6856 | 820.6856 | 820.6856 | 820.6856 | 820.6856 | 820.6856 |
Max Trade Drawdown | -146853 | -74583 | -81076 | -14351609 | -7388261 | -7694284 |
Profit Factor | 3.3969 | 6.4907 | 1.1605 | 1.114 | 1.4424 | 0.8855 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.7556 | 10.8178 | 1.3715 | 1.5596 | 2.404 | 1.0465 |
Largest Winning Trade | 732605 | 732605 | 76686 | 7537206 | 7537206 | 3410211 |
Largest Losing Trade | -35869 | -18470 | -35869 | -2556292 | -2556292 | -2150943 |
Avg Bars in Trades | 111 | 102 | 120 | 111 | 102 | 120 |
Avg Bars in Winners | 186 | 171 | 198 | 186 | 171 | 198 |
Avg Bars in Losers | 58 | 61 | 54 | 58 | 61 | 54 |
Bars Traded | 10722 | 4933 | 5789 | 10722 | 4933 | 5789 |
Profit Streak | 22.313 | 22.313 | 42.4796 | 22.313 | 22.313 | 42.4796 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319856 | 270717 | -363227 | -89881 | 199220 | -579220 |
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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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