Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577657.2736 | 1472898.1127 | 104759.161 | 2316166.1537 | 1355693.0983 | 960473.0554 |
Total P&L (%) | 1577.6573 | 1472.8981 | 104.7592 | 2316.1662 | 1355.6931 | 960.4731 |
Avg Daily Profit (%) | 0.8491 | 0.7927 | 0.0564 | 0.1716 | 0.1442 | 0.1272 |
Buy And Hold Return (%) | 113.6737 | 113.6737 | 113.6737 | 113.6737 | 113.6737 | 113.6737 |
Max Trade Drawdown | -158706 | -89153 | -134097 | -2923898 | -931149 | -2085838 |
Profit Factor | 2.8917 | 4.4865 | 1.2546 | 1.323 | 1.4013 | 1.2532 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 51.2397 | 45.9016 | 56.6667 | 51.2397 | 45.9016 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.7518 | 5.2877 | 0.9594 | 1.259 | 1.6515 | 0.9584 |
Largest Winning Trade | 1144984 | 1144984 | 66357 | 1293776 | 1041340 | 1293776 |
Largest Losing Trade | -48050 | -30236 | -48050 | -1322837 | -498602 | -1322837 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3603 | 1775 | 1828 | 3603 | 1775 | 1828 |
Profit Streak | 33.3342 | 33.3342 | 79.8342 | 33.3342 | 33.3342 | 79.8342 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 737427 | -141932 | -452215 | 351837 | -160709 | -191647 |
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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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