Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642114.1084 | 1523992.6645 | 118121.444 | 2187634.0797 | -1021293.8411 | 3208927.9208 |
Total P&L (%) | 1642.1141 | 1523.9927 | 118.1214 | 2187.6341 | -1021.2938 | 3208.9279 |
Avg Daily Profit (%) | 0.8827 | 0.8192 | 0.0635 | 0.1684 | 0 | 0.1883 |
Buy And Hold Return (%) | 80 | 80 | 80 | 80 | 80 | 80 |
Max Trade Drawdown | -113028 | -110409 | -39993 | -6398409 | -7871257 | -2485849 |
Profit Factor | 4.0649 | 6.2915 | 1.4767 | 1.0861 | 0.9271 | 1.2818 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 43.1818 | 37.8788 | 48.4848 | 43.1818 | 37.8788 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.3485 | 10.3181 | 1.569 | 1.4291 | 1.5205 | 1.362 |
Largest Winning Trade | 1401692 | 1401692 | 59857 | 4633895 | 4633895 | 3004526 |
Largest Losing Trade | -25309 | -25309 | -23651 | -1636449 | -1440900 | -1636449 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 59 | 56 | 62 | 59 | 56 | 62 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 5324 | 2337 | 2987 | 5324 | 2337 | 2987 |
Profit Streak | 35.1848 | 35.1848 | 45.8515 | 35.1848 | 35.1848 | 45.8515 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 701506 | -106918 | -246677 | -118877 | -706629 | -115367 |
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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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