Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556234.4409 | 1470994.4793 | 85239.9615 | 1079240.2742 | -387624.4923 | 1466864.7665 |
Total P&L (%) | 1556.2344 | 1470.9945 | 85.24 | 1079.2403 | -387.6245 | 1466.8648 |
Avg Daily Profit (%) | 0.8355 | 0.7897 | 0.0458 | 0.1326 | 0 | 0.1478 |
Buy And Hold Return (%) | 44.7689 | 44.7689 | 44.7689 | 44.7689 | 44.7689 | 44.7689 |
Max Trade Drawdown | -111599 | -99219 | -43088 | -2659356 | -2826169 | -1079129 |
Profit Factor | 4.4038 | 6.6871 | 1.4293 | 1.1196 | 0.9291 | 1.4118 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 50 | 43.9024 | 56.0976 | 50 | 43.9024 | 56.0976 |
Ratio Avg Win / Avg Loss | 4.4038 | 8.5446 | 1.1186 | 1.1196 | 1.1871 | 1.1049 |
Largest Winning Trade | 1417223 | 1417223 | 68454 | 1429408 | 1249411 | 1429408 |
Largest Losing Trade | -40641 | -24951 | -40641 | -812749 | -812749 | -781194 |
Avg Bars in Trades | 132 | 125 | 139 | 132 | 125 | 139 |
Avg Bars in Winners | 163 | 157 | 168 | 163 | 157 | 168 |
Avg Bars in Losers | 100 | 99 | 101 | 100 | 99 | 101 |
Bars Traded | 10848 | 5138 | 5710 | 10848 | 5138 | 5710 |
Profit Streak | 19.2242 | 0 | 53.5575 | 19.2242 | 0 | 53.5575 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444085 | 693751 | -136633 | -112862 | -581446 | 262919 |
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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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