Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145407.9074 | 1120824.8844 | 24583.023 | 1930407.8272 | 3027938.8279 | -1097531.0007 |
Total P&L (%) | 1145.4079 | 1120.8249 | 24.583 | 1930.4078 | 3027.9388 | -1097.531 |
Avg Daily Profit (%) | 0.52 | 0.5088 | 0.0112 | 0.1368 | 0.1564 | 0 |
Buy And Hold Return (%) | 744.1449 | 744.1449 | 744.1449 | 744.1449 | 744.1449 | 744.1449 |
Max Trade Drawdown | -125837 | -66914 | -121459 | -3883837 | -2195159 | -1994478 |
Profit Factor | 2.986 | 5.2824 | 1.078 | 1.2655 | 1.7982 | 0.6844 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 53.9823 | 49.1228 | 58.9286 | 53.9823 | 49.1228 | 58.9286 |
Ratio Avg Win / Avg Loss | 2.5455 | 5.4711 | 0.7514 | 1.0788 | 1.8624 | 0.477 |
Largest Winning Trade | 470485 | 470485 | 66029 | 4145486 | 4145486 | 511681 |
Largest Losing Trade | -83338 | -30720 | -83338 | -1161152 | -1161152 | -554355 |
Avg Bars in Trades | 73 | 65 | 81 | 73 | 65 | 81 |
Avg Bars in Winners | 94 | 90 | 98 | 94 | 90 | 98 |
Avg Bars in Losers | 48 | 41 | 58 | 48 | 41 | 58 |
Bars Traded | 8307 | 3734 | 4573 | 8307 | 3734 | 4573 |
Profit Streak | 17.5186 | 17.5186 | 18.5186 | 17.5186 | 17.5186 | 18.5186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302345 | -171330 | -658389 | -11734 | -170913 | -759113 |
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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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