Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1770312.0967 | 1700625.1454 | 69686.9513 | 514798.9763 | 456869.0258 | 57929.9505 |
Total P&L (%) | 1770.3121 | 1700.6251 | 69.687 | 514.799 | 456.869 | 57.93 |
Avg Daily Profit (%) | 0.9552 | 0.9176 | 0.0376 | 0.098 | 0.0927 | 0.0247 |
Buy And Hold Return (%) | 24.1786 | 24.1786 | 24.1786 | 24.1786 | 24.1786 | 24.1786 |
Max Trade Drawdown | -133735 | -147979 | -42148 | -2279823 | -2608424 | -696306 |
Profit Factor | 3.9559 | 4.5688 | 1.5694 | 1.0675 | 1.0766 | 1.0347 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 56.8807 | 48.1481 | 65.4545 | 56.8807 | 48.1481 | 65.4545 |
Ratio Avg Win / Avg Loss | 2.9988 | 4.9202 | 0.8283 | 0.8092 | 1.1595 | 0.5461 |
Largest Winning Trade | 1673842 | 1673842 | 17314 | 2194955 | 2194955 | 179725 |
Largest Losing Trade | -40981 | -40981 | -17439 | -1091773 | -1091773 | -269702 |
Avg Bars in Trades | 97 | 184 | 13 | 97 | 184 | 13 |
Avg Bars in Winners | 84 | 183 | 13 | 84 | 183 | 13 |
Avg Bars in Losers | 115 | 185 | 12 | 115 | 185 | 12 |
Bars Traded | 10675 | 9955 | 720 | 10675 | 9955 | 720 |
Profit Streak | 95.6722 | 95.8389 | 95.6722 | 95.6722 | 95.8389 | 95.6722 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 824790 | -159069 | -322639 | -207085 | -385259 | -525037 |
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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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