Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332936.4355 | 1254354.8841 | 78581.5514 | 4177854.1133 | 5879566.6119 | -1701712.4987 |
Total P&L (%) | 1332.9364 | 1254.3549 | 78.5816 | 4177.8541 | 5879.5666 | -1701.7125 |
Avg Daily Profit (%) | 0.6145 | 0.5783 | 0.0362 | 0.1733 | 0.1888 | 0 |
Buy And Hold Return (%) | 450.4587 | 450.4587 | 450.4587 | 450.4587 | 450.4587 | 450.4587 |
Max Trade Drawdown | -111878 | -78360 | -77171 | -8096279 | -6673116 | -4399051 |
Profit Factor | 3.6145 | 5.6773 | 1.3252 | 1.182 | 1.4996 | 0.8479 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 44.5783 | 42.8571 | 46.3415 | 44.5783 | 42.8571 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.4937 | 7.5697 | 1.5344 | 1.4695 | 1.9994 | 0.9817 |
Largest Winning Trade | 870925 | 870925 | 59465 | 5350979 | 5350979 | 1615342 |
Largest Losing Trade | -36091 | -36091 | -34769 | -3125685 | -3125685 | -2237549 |
Avg Bars in Trades | 99 | 127 | 72 | 99 | 127 | 72 |
Avg Bars in Winners | 140 | 183 | 98 | 140 | 183 | 98 |
Avg Bars in Losers | 67 | 84 | 49 | 67 | 84 | 49 |
Bars Traded | 8298 | 5341 | 2957 | 8298 | 5341 | 2957 |
Profit Streak | 41.4471 | 41.4471 | 79.9471 | 41.4471 | 41.4471 | 79.9471 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461285 | 506724 | -309353 | -14914 | 294182 | -581202 |
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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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