Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112523.6046 | 1057081.7015 | 55441.9031 | 846008.7778 | 859306.2261 | -13297.4483 |
Total P&L (%) | 1112.5236 | 1057.0817 | 55.4419 | 846.0088 | 859.3062 | -13.2974 |
Avg Daily Profit (%) | 0.6004 | 0.5705 | 0.0299 | 0.1214 | 0.1221 | -0.0077 |
Buy And Hold Return (%) | 63.2347 | 63.2347 | 63.2347 | 63.2347 | 63.2347 | 63.2347 |
Max Trade Drawdown | -118121 | -95980 | -124544 | -779707 | -353773 | -719356 |
Profit Factor | 2.7207 | 4.3006 | 1.1699 | 1.282 | 1.5534 | 0.9908 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 43.2432 | 42.8571 | 43.6364 | 43.2432 | 42.8571 | 43.6364 |
Ratio Avg Win / Avg Loss | 3.5709 | 5.7341 | 1.5111 | 1.6827 | 2.0712 | 1.2798 |
Largest Winning Trade | 868738 | 868738 | 63111 | 811937 | 811937 | 196906 |
Largest Losing Trade | -41248 | -41248 | -38004 | -372397 | -259723 | -372397 |
Avg Bars in Trades | 93 | 73 | 114 | 93 | 73 | 114 |
Avg Bars in Winners | 134 | 90 | 178 | 134 | 90 | 178 |
Avg Bars in Losers | 63 | 60 | 65 | 63 | 60 | 65 |
Bars Traded | 10430 | 4111 | 6319 | 10430 | 4111 | 6319 |
Profit Streak | 48.9134 | 58.9134 | 48.9134 | 48.9134 | 58.9134 | 48.9134 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566487 | -163368 | -533158 | -30417 | -208693 | -761078 |
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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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