Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519224.7877 | 1381271.2834 | 137953.5043 | 2562579.221 | -1089575.2189 | 3652154.4399 |
Total P&L (%) | 1519.2248 | 1381.2713 | 137.9535 | 2562.5792 | -1089.5752 | 3652.1544 |
Avg Daily Profit (%) | 0.8193 | 0.7449 | 0.0744 | 0.1771 | 0 | 0.1957 |
Buy And Hold Return (%) | 55.5158 | 55.5158 | 55.5158 | 55.5158 | 55.5158 | 55.5158 |
Max Trade Drawdown | -63596 | -75442 | -28429 | -2596315 | -3209802 | -1124084 |
Profit Factor | 4.6993 | 6.6613 | 1.8276 | 1.2146 | 0.8602 | 1.8802 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 52.9915 | 45.7627 | 60.3448 | 52.9915 | 45.7627 | 60.3448 |
Ratio Avg Win / Avg Loss | 4.1687 | 7.8949 | 1.201 | 1.0774 | 1.0195 | 1.2356 |
Largest Winning Trade | 1299390 | 1299390 | 46544 | 2331572 | 2331572 | 1300680 |
Largest Losing Trade | -47760 | -19921 | -47760 | -1124084 | -651828 | -1124084 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 33 | 28 | 41 | 33 | 28 | 41 |
Bars Traded | 5265 | 2187 | 3078 | 5265 | 2187 | 3078 |
Profit Streak | 22.0158 | 22.0158 | 48.6825 | 22.0158 | 22.0158 | 48.6825 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 810040 | -156555 | -273064 | 329330 | -756890 | -167693 |
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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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