Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266880.8847 | 1235157.3276 | 31723.5572 | 1082270.7626 | 801794.7885 | 280475.9741 |
Total P&L (%) | 1266.8809 | 1235.1573 | 31.7236 | 1082.2708 | 801.7948 | 280.476 |
Avg Daily Profit (%) | 0.5854 | 0.5708 | 0.0147 | 0.1142 | 0.1017 | 0.0618 |
Buy And Hold Return (%) | 198.7552 | 198.7552 | 198.7552 | 198.7552 | 198.7552 | 198.7552 |
Max Trade Drawdown | -172808 | -173656 | -32481 | -4565464 | -4380397 | -718362 |
Profit Factor | 2.9751 | 3.2178 | 1.3754 | 1.0682 | 1.0581 | 1.1352 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 63.8095 | 59.6154 | 67.9245 | 63.8095 | 59.6154 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.6874 | 2.1798 | 0.6495 | 0.6059 | 0.7168 | 0.5361 |
Largest Winning Trade | 728873 | 728873 | 18167 | 2676164 | 2676164 | 310082 |
Largest Losing Trade | -70428 | -70428 | -17316 | -2262949 | -2262949 | -478919 |
Avg Bars in Trades | 58 | 116 | 1 | 58 | 116 | 1 |
Avg Bars in Winners | 35 | 76 | 1 | 35 | 76 | 1 |
Avg Bars in Losers | 98 | 177 | 1 | 98 | 177 | 1 |
Bars Traded | 6144 | 6078 | 66 | 6144 | 6078 | 66 |
Profit Streak | 13.2625 | 0 | 154.9291 | 13.2625 | 0 | 154.9291 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693773 | -161975 | -516171 | -185621 | -396051 | -397759 |
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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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