Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295833.1157 | 1159266.5353 | 136566.5805 | 2932119.5588 | -111883.5252 | 3044003.084 |
Total P&L (%) | 1295.8331 | 1159.2665 | 136.5666 | 2932.1196 | -111.8835 | 3044.0031 |
Avg Daily Profit (%) | 0.6978 | 0.6243 | 0.0735 | 0.1839 | 0 | 0.1859 |
Buy And Hold Return (%) | 95.2245 | 95.2245 | 95.2245 | 95.2245 | 95.2245 | 95.2245 |
Max Trade Drawdown | -65444 | -80861 | -55597 | -4118849 | -3663808 | -2616090 |
Profit Factor | 3.2922 | 4.9307 | 1.5051 | 1.1467 | 0.9898 | 1.339 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 50.9804 | 50.6494 | 51.3158 | 50.9804 | 50.6494 | 51.3158 |
Ratio Avg Win / Avg Loss | 3.1656 | 4.8042 | 1.4279 | 1.1026 | 0.9645 | 1.2704 |
Largest Winning Trade | 1051729 | 1051729 | 57265 | 2871780 | 2871780 | 1481043 |
Largest Losing Trade | -32930 | -27946 | -32930 | -1141589 | -1141589 | -1124386 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 48 | 39 | 56 | 48 | 39 | 56 |
Avg Bars in Losers | 20 | 15 | 25 | 20 | 15 | 25 |
Bars Traded | 5287 | 2125 | 3162 | 5287 | 2125 | 3162 |
Profit Streak | 31.5201 | 31.5201 | 42.5201 | 31.5201 | 31.5201 | 42.5201 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 756598 | -21189 | -171908 | -48846 | -621375 | -39548 |
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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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