Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512255.2453 | 1403114.2929 | 109140.9524 | 6526809.3132 | 5725583.4128 | 801225.9004 |
Total P&L (%) | 1512.2552 | 1403.1143 | 109.141 | 6526.8093 | 5725.5834 | 801.2259 |
Avg Daily Profit (%) | 0.8237 | 0.7643 | 0.0595 | 0.2287 | 0.2217 | 0.1198 |
Buy And Hold Return (%) | 655.0381 | 655.0381 | 655.0381 | 655.0381 | 655.0381 | 655.0381 |
Max Trade Drawdown | -91892 | -122586 | -43750 | -7437557 | -5987011 | -3822986 |
Profit Factor | 3.064 | 3.8458 | 1.4555 | 1.1711 | 1.2313 | 1.0598 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 44.4444 | 36.8421 | 51.9481 | 44.4444 | 36.8421 | 51.9481 |
Ratio Avg Win / Avg Loss | 3.83 | 6.5928 | 1.3463 | 1.4639 | 2.1109 | 0.9803 |
Largest Winning Trade | 794473 | 794473 | 54435 | 8513535 | 8513535 | 2178911 |
Largest Losing Trade | -32444 | -32444 | -29268 | -1977477 | -1977477 | -1868908 |
Avg Bars in Trades | 68 | 101 | 35 | 68 | 101 | 35 |
Avg Bars in Winners | 91 | 160 | 42 | 91 | 160 | 42 |
Avg Bars in Losers | 49 | 67 | 27 | 49 | 67 | 27 |
Bars Traded | 10450 | 7725 | 2725 | 10450 | 7725 | 2725 |
Profit Streak | 105.5662 | 105.5662 | 112.5662 | 105.5662 | 105.5662 | 112.5662 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511377 | -40146 | -318635 | -24044 | -45015 | -325720 |
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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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