Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5153660.4594 | 5123366.3614 | 30294.098 | 1394631.0956 | -994571.9642 | 2389203.0597 |
Total P&L (%) | 5153.6605 | 5123.3664 | 30.2941 | 1394.6311 | -994.572 | 2389.2031 |
Avg Daily Profit (%) | 2.3142 | 2.3006 | 0.0136 | 0.1215 | 0 | 0.1444 |
Buy And Hold Return (%) | 564.5499 | 564.5499 | 564.5499 | 564.5499 | 564.5499 | 564.5499 |
Max Trade Drawdown | -97956 | -96012 | -34048 | -5213839 | -6159646 | -1640494 |
Profit Factor | 10.4346 | 13.5688 | 1.2185 | 1.0726 | 0.9383 | 1.7693 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.012 | 51.2195 | 54.7619 | 53.012 | 51.2195 | 54.7619 |
Ratio Avg Win / Avg Loss | 9.2489 | 12.9227 | 1.0066 | 0.9507 | 0.8936 | 1.4616 |
Largest Winning Trade | 5070207 | 5070207 | 18859 | 4803098 | 4803098 | 689305 |
Largest Losing Trade | -60906 | -60906 | -31275 | -3258753 | -3258753 | -1113340 |
Avg Bars in Trades | 52 | 102 | 4 | 52 | 102 | 4 |
Avg Bars in Winners | 34 | 67 | 4 | 34 | 67 | 4 |
Avg Bars in Losers | 73 | 138 | 4 | 73 | 138 | 4 |
Bars Traded | 4375 | 4195 | 180 | 4375 | 4195 | 180 |
Profit Streak | 28.1408 | 28.1408 | 58.1408 | 28.1408 | 28.1408 | 58.1408 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 849110 | 854321 | -338943 | -175920 | -580043 | 84757 |
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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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