Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068508.8078 | 1028160.7117 | 40348.0961 | 977674.6878 | -252154.2783 | 1229828.9662 |
Total P&L (%) | 1068.5088 | 1028.1607 | 40.3481 | 977.6747 | -252.1543 | 1229.829 |
Avg Daily Profit (%) | 0.4263 | 0.4102 | 0.0161 | 0.0949 | 0 | 0.1033 |
Buy And Hold Return (%) | 404.6256 | 404.6256 | 404.6256 | 404.6256 | 404.6256 | 404.6256 |
Max Trade Drawdown | -170006 | -171383 | -45518 | -3165262 | -3287203 | -273082 |
Profit Factor | 2.6757 | 3.0234 | 1.3116 | 1.1302 | 0.9624 | 2.5446 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 51.3514 | 45.4545 | 57.1429 | 51.3514 | 45.4545 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.5349 | 3.6281 | 0.9837 | 1.0707 | 1.1549 | 1.9084 |
Largest Winning Trade | 733609 | 733609 | 37097 | 1756934 | 1756934 | 526836 |
Largest Losing Trade | -46411 | -46411 | -41867 | -1186083 | -1186083 | -149423 |
Avg Bars in Trades | 62 | 121 | 4 | 62 | 121 | 4 |
Avg Bars in Winners | 67 | 147 | 4 | 67 | 147 | 4 |
Avg Bars in Losers | 56 | 99 | 3 | 56 | 99 | 3 |
Bars Traded | 6911 | 6674 | 236 | 6911 | 6674 | 236 |
Profit Streak | 103.1962 | 0 | 116.1962 | 103.1962 | 0 | 116.1962 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456352 | -169732 | -516922 | -146228 | -760934 | -231191 |
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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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