Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373005.4439 | 1301648.4807 | 71356.9633 | 4358461.0418 | 4122012.7659 | 236448.2759 |
Total P&L (%) | 1373.0054 | 1301.6485 | 71.357 | 4358.461 | 4122.0128 | 236.4483 |
Avg Daily Profit (%) | 0.7519 | 0.7128 | 0.0391 | 0.2082 | 0.2052 | 0.0665 |
Buy And Hold Return (%) | 651.074 | 651.074 | 651.074 | 651.074 | 651.074 | 651.074 |
Max Trade Drawdown | -106599 | -72432 | -56715 | -8350734 | -4914950 | -3712613 |
Profit Factor | 3.1084 | 5.0089 | 1.2185 | 1.1897 | 1.381 | 1.0194 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 43.9024 | 39.3443 | 48.3871 | 43.9024 | 39.3443 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.9718 | 7.722 | 1.2998 | 1.5201 | 2.1291 | 1.0874 |
Largest Winning Trade | 643106 | 643106 | 77411 | 5381829 | 5381829 | 2491594 |
Largest Losing Trade | -33004 | -33004 | -24944 | -2301532 | -1508722 | -2301532 |
Avg Bars in Trades | 175 | 162 | 188 | 175 | 162 | 188 |
Avg Bars in Winners | 251 | 245 | 255 | 251 | 245 | 255 |
Avg Bars in Losers | 116 | 109 | 126 | 116 | 109 | 126 |
Bars Traded | 21640 | 9936 | 11704 | 21640 | 9936 | 11704 |
Profit Streak | 20.6283 | 21.8783 | 20.6283 | 20.6283 | 21.8783 | 20.6283 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415579 | -152224 | -461149 | -3866 | -156226 | -623360 |
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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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