Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209542.6289 | 1181310.3182 | 28232.3107 | 1170653.8555 | 527685.1514 | 642968.7042 |
Total P&L (%) | 1209.5426 | 1181.3103 | 28.2323 | 1170.6539 | 527.6852 | 642.9687 |
Avg Daily Profit (%) | 0.5561 | 0.5431 | 0.013 | 0.1169 | 0.0845 | 0.0922 |
Buy And Hold Return (%) | 210.2378 | 210.2378 | 210.2378 | 210.2378 | 210.2378 | 210.2378 |
Max Trade Drawdown | -112231 | -114103 | -29722 | -4961265 | -4538391 | -899825 |
Profit Factor | 3.8521 | 4.5554 | 1.3074 | 1.0893 | 1.0478 | 1.3084 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 61.6438 | 66.6667 | 56.7568 | 61.6438 | 66.6667 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.3968 | 2.2777 | 0.9961 | 0.6778 | 0.5239 | 0.9969 |
Largest Winning Trade | 917072 | 917072 | 11427 | 2196863 | 2196863 | 459483 |
Largest Losing Trade | -69068 | -69068 | -14129 | -2530311 | -2530311 | -578143 |
Avg Bars in Trades | 163 | 322 | 7 | 163 | 322 | 7 |
Avg Bars in Winners | 178 | 329 | 6 | 178 | 329 | 6 |
Avg Bars in Losers | 138 | 310 | 9 | 138 | 310 | 9 |
Bars Traded | 11917 | 11623 | 294 | 11917 | 11623 | 294 |
Profit Streak | 86.1821 | 0 | 86.3488 | 86.1821 | 0 | 86.3488 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56729 | 708360 | -341098 | -235354 | -250696 | -72275 |
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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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