Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224124.0469 | 1188974.7268 | 35149.3201 | 2032430.0641 | 2565639.1343 | -533209.0702 |
Total P&L (%) | 1224.124 | 1188.9747 | 35.1493 | 2032.4301 | 2565.6391 | -533.2091 |
Avg Daily Profit (%) | 0.6704 | 0.6511 | 0.0192 | 0.1677 | 0.1799 | 0 |
Buy And Hold Return (%) | 618.2844 | 618.2844 | 618.2844 | 618.2844 | 618.2844 | 618.2844 |
Max Trade Drawdown | -98872 | -55648 | -54477 | -3572693 | -2581850 | -1756432 |
Profit Factor | 3.2723 | 5.4334 | 1.1299 | 1.2009 | 1.5074 | 0.8946 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.7039 | 7.8106 | 1.6243 | 1.7263 | 2.167 | 1.286 |
Largest Winning Trade | 638154 | 638154 | 75670 | 3484763 | 3484763 | 992124 |
Largest Losing Trade | -26437 | -24727 | -26437 | -877578 | -877578 | -819173 |
Avg Bars in Trades | 274 | 250 | 299 | 274 | 250 | 299 |
Avg Bars in Winners | 461 | 414 | 508 | 461 | 414 | 508 |
Avg Bars in Losers | 144 | 136 | 153 | 144 | 136 | 153 |
Bars Traded | 21429 | 9762 | 11667 | 21429 | 9762 | 11667 |
Profit Streak | 43.3145 | 115.5645 | 43.3145 | 43.3145 | 115.5645 | 43.3145 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29990 | 363339 | -412335 | -35784 | 206224 | -582028 |
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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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