Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425736.5737 | 1430912.7074 | -5176.1337 | 639327.3763 | 425606.6746 | 213720.7017 |
Total P&L (%) | 1425.7366 | 1430.9127 | -5.1761 | 639.3274 | 425.6067 | 213.7207 |
Avg Daily Profit (%) | 0.6318 | 0.6341 | -0.0023 | 0.0887 | 0.0736 | 0.0507 |
Buy And Hold Return (%) | 343.5402 | 343.5402 | 343.5402 | 343.5402 | 343.5402 | 343.5402 |
Max Trade Drawdown | -153217 | -70453 | -164929 | -762241 | -477548 | -397558 |
Profit Factor | 3.1437 | 6.1648 | 0.9867 | 1.1981 | 1.2984 | 1.1187 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 48.7179 | 49.1525 | 48.2759 | 48.7179 | 49.1525 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.3091 | 6.3774 | 1.0571 | 1.2612 | 1.3431 | 1.1986 |
Largest Winning Trade | 1137098 | 1137098 | 57551 | 493447 | 465444 | 493447 |
Largest Losing Trade | -36524 | -33330 | -36524 | -351623 | -154391 | -351623 |
Avg Bars in Trades | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Winners | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 6431 | 2650 | 3781 | 6431 | 2650 | 3781 |
Profit Streak | 11.0063 | 39.0063 | 11.0063 | 11.0063 | 39.0063 | 11.0063 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611498 | -157821 | -759195 | -83236 | -362133 | -561090 |
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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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