Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327776.3352 | 1311953.7587 | 15822.5765 | 926817.8753 | 1470577.0787 | -543759.2034 |
Total P&L (%) | 1327.7763 | 1311.9538 | 15.8226 | 926.8179 | 1470.5771 | -543.7592 |
Avg Daily Profit (%) | 0.7305 | 0.7218 | 0.0087 | 0.1282 | 0.1516 | 0 |
Buy And Hold Return (%) | 573.7055 | 573.7055 | 573.7055 | 573.7055 | 573.7055 | 573.7055 |
Max Trade Drawdown | -120788 | -89505 | -99404 | -1923097 | -1275777 | -957616 |
Profit Factor | 2.7203 | 4.0654 | 1.046 | 1.1387 | 1.4049 | 0.8217 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 38.1818 | 28.0488 | 48.1928 | 38.1818 | 28.0488 | 48.1928 |
Ratio Avg Win / Avg Loss | 4.4043 | 10.4287 | 1.1245 | 1.8436 | 3.6039 | 0.8834 |
Largest Winning Trade | 801706 | 801706 | 56163 | 1058328 | 1058328 | 590425 |
Largest Losing Trade | -40099 | -40099 | -38649 | -561775 | -436625 | -561775 |
Avg Bars in Trades | 126 | 188 | 64 | 126 | 188 | 64 |
Avg Bars in Winners | 182 | 367 | 75 | 182 | 367 | 75 |
Avg Bars in Losers | 91 | 119 | 54 | 91 | 119 | 54 |
Bars Traded | 20855 | 15491 | 5364 | 20855 | 15491 | 5364 |
Profit Streak | 72.2138 | 72.2138 | 72.9638 | 72.2138 | 72.2138 | 72.9638 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382076 | -5647 | -516953 | -100092 | -14316 | -580846 |
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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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