Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1853446.6852 | 1708620.7042 | 144825.981 | 5524952.7447 | 1569609.0332 | 3955343.7115 |
Total P&L (%) | 1853.4467 | 1708.6207 | 144.826 | 5524.9527 | 1569.609 | 3955.3437 |
Avg Daily Profit (%) | 1.0026 | 0.9242 | 0.0783 | 0.2182 | 0.1524 | 0.2005 |
Buy And Hold Return (%) | 69.3351 | 69.3351 | 69.3351 | 69.3351 | 69.3351 | 69.3351 |
Max Trade Drawdown | -104072 | -80987 | -44403 | -3042294 | -2616006 | -1138395 |
Profit Factor | 5.7656 | 8.9689 | 1.8299 | 1.5549 | 1.267 | 1.9699 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 30.1205 | 23.8095 | 36.5854 | 30.1205 | 23.8095 | 36.5854 |
Ratio Avg Win / Avg Loss | 13.3762 | 28.7006 | 3.1718 | 3.6074 | 4.0545 | 3.4144 |
Largest Winning Trade | 1522262 | 1522262 | 67648 | 2427370 | 2427370 | 1904685 |
Largest Losing Trade | -34149 | -34149 | -22684 | -1369248 | -1369248 | -536765 |
Avg Bars in Trades | 62 | 53 | 72 | 62 | 53 | 72 |
Avg Bars in Winners | 153 | 154 | 152 | 153 | 154 | 152 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5226 | 2253 | 2973 | 5226 | 2253 | 2973 |
Profit Streak | 118.6738 | 118.6738 | 275.3404 | 118.6738 | 118.6738 | 275.3404 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491326 | -12651 | -95388 | 104259 | -25829 | 272597 |
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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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