Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2392585.3772 | 2278994.7966 | 113590.5806 | 7791323.9221 | 215299.0644 | 7576024.8577 |
Total P&L (%) | 2392.5854 | 2278.9948 | 113.5906 | 7791.3239 | 215.2991 | 7576.0249 |
Avg Daily Profit (%) | 1.2693 | 1.209 | 0.0603 | 0.232 | 0.0609 | 0.2305 |
Buy And Hold Return (%) | 469.4329 | 469.4329 | 469.4329 | 469.4329 | 469.4329 | 469.4329 |
Max Trade Drawdown | -109007 | -133149 | -87607 | -7573811 | -6946101 | -2830162 |
Profit Factor | 4.4032 | 6.1395 | 1.4375 | 1.2894 | 1.0117 | 1.8945 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 29.4521 | 21.9178 | 36.9863 | 29.4521 | 21.9178 | 36.9863 |
Ratio Avg Win / Avg Loss | 10.5471 | 21.872 | 2.4491 | 3.0885 | 3.6041 | 3.2276 |
Largest Winning Trade | 1529954 | 1529954 | 50138 | 7050513 | 7050513 | 3370202 |
Largest Losing Trade | -40392 | -40392 | -19618 | -2589486 | -2589486 | -826397 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 69 | 97 | 52 | 69 | 97 | 52 |
Avg Bars in Losers | 23 | 33 | 11 | 23 | 33 | 11 |
Bars Traded | 5408 | 3437 | 1971 | 5408 | 3437 | 1971 |
Profit Streak | 4.5815 | 4.5815 | 10.2481 | 4.5815 | 4.5815 | 10.2481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383173 | -94447 | -352285 | 15235 | -598950 | -64188 |
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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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