Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1941155.5826 | 1857885.5995 | 83269.9831 | 11599952.6615 | 10686933.1242 | 913019.5374 |
Total P&L (%) | 1941.1556 | 1857.8856 | 83.27 | 11599.9527 | 10686.9331 | 913.0195 |
Avg Daily Profit (%) | 0.9884 | 0.946 | 0.0424 | 0.2428 | 0.2386 | 0.118 |
Buy And Hold Return (%) | 1696.4015 | 1696.4015 | 1696.4015 | 1696.4015 | 1696.4015 | 1696.4015 |
Max Trade Drawdown | -112494 | -45863 | -94146 | -8642402 | -5182580 | -6277158 |
Profit Factor | 5.1425 | 9.9805 | 1.3182 | 1.3502 | 1.7202 | 1.0499 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 5.1425 | 11.0895 | 1.1864 | 1.3502 | 1.9113 | 0.9449 |
Largest Winning Trade | 1381904 | 1381904 | 60407 | 6021185 | 6021185 | 3714584 |
Largest Losing Trade | -42929 | -30539 | -42929 | -4988194 | -2291787 | -4988194 |
Avg Bars in Trades | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Winners | 100 | 112 | 89 | 100 | 112 | 89 |
Avg Bars in Losers | 48 | 42 | 56 | 48 | 42 | 56 |
Bars Traded | 5674 | 2871 | 2802 | 5674 | 2871 | 2802 |
Profit Streak | 414.5429 | 0 | 477.8763 | 414.5429 | 0 | 477.8763 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152854 | -115351 | -300543 | -44506 | 365431 | -366833 |
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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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