Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232611.1718 | 1097688.7556 | 134922.4162 | -5822874.2242 | -1478718.2631 | -4344155.9611 |
Total P&L (%) | 1232.6112 | 1097.6888 | 134.9224 | -5822.8742 | -1478.7183 | -4344.156 |
Avg Daily Profit (%) | 0.516 | 0.4595 | 0.0565 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87254 | -68657 | -59358 | -13694618 | -6338734 | -7525429 |
Profit Factor | 3.0353 | 5.1597 | 1.3948 | 0.7386 | 0.8604 | 0.6282 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 15 | 17 | 45 | 24 | 21 |
Losing Trades | 46 | 24 | 22 | 33 | 15 | 18 |
Profitability (%) | 41.0256 | 38.4615 | 43.5897 | 57.6923 | 61.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.3632 | 8.2556 | 1.805 | 0.5416 | 0.5378 | 0.5384 |
Largest Winning Trade | 640483 | 640483 | 71723 | 1619881 | 1619881 | 1104462 |
Largest Losing Trade | -129234 | -29420 | -129234 | -4857195 | -3482431 | -4857195 |
Avg Bars in Trades | 120 | 112 | 127 | 120 | 112 | 127 |
Avg Bars in Winners | 231 | 224 | 238 | 41 | 42 | 40 |
Avg Bars in Losers | 42 | 42 | 42 | 227 | 224 | 230 |
Bars Traded | 9372 | 4382 | 4990 | 9372 | 4382 | 4990 |
Profit Streak | 35.0445 | 36.2945 | 35.0445 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24289 | 528905 | -117652 | -618280 | -579261 | -580258 |
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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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