Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491172.8648 | 1422652.0884 | 68520.7764 | 3914624.2511 | 4654183.4157 | -739559.1646 |
Total P&L (%) | 1491.1729 | 1422.6521 | 68.5208 | 3914.6243 | 4654.1834 | -739.5592 |
Avg Daily Profit (%) | 0.8125 | 0.7751 | 0.0373 | 0.2014 | 0.2106 | 0 |
Buy And Hold Return (%) | 653.2563 | 653.2563 | 653.2563 | 653.2563 | 653.2563 | 653.2563 |
Max Trade Drawdown | -77591 | -84901 | -96027 | -5465078 | -3884913 | -3784328 |
Profit Factor | 3.0421 | 5.2988 | 1.1716 | 1.2038 | 1.5924 | 0.9348 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 37.037 | 35.2941 | 38.806 | 37.037 | 35.2941 | 38.806 |
Ratio Avg Win / Avg Loss | 5.1717 | 9.7145 | 1.8476 | 2.0465 | 2.9194 | 1.4742 |
Largest Winning Trade | 949532 | 949532 | 74776 | 3496445 | 3496445 | 1592181 |
Largest Losing Trade | -56324 | -23620 | -56324 | -1422516 | -956173 | -1422516 |
Avg Bars in Trades | 160 | 147 | 174 | 160 | 147 | 174 |
Avg Bars in Winners | 283 | 265 | 300 | 283 | 265 | 300 |
Avg Bars in Losers | 88 | 82 | 94 | 88 | 82 | 94 |
Bars Traded | 21720 | 10011 | 11709 | 21720 | 10011 | 11709 |
Profit Streak | 27.6543 | 34.3209 | 0 | 27.6543 | 34.3209 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354274 | -99371 | -460750 | 138321 | -103524 | -700422 |
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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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