Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358249.9943 | 1295119.5439 | 63130.4504 | 4309286.1142 | 5381365.0579 | -1072078.9437 |
Total P&L (%) | 1358.25 | 1295.1195 | 63.1305 | 4309.2861 | 5381.3651 | -1072.0789 |
Avg Daily Profit (%) | 0.7462 | 0.7115 | 0.0347 | 0.2082 | 0.2202 | 0 |
Buy And Hold Return (%) | 635.7689 | 635.7689 | 635.7689 | 635.7689 | 635.7689 | 635.7689 |
Max Trade Drawdown | -101138 | -63232 | -57022 | -9595067 | -5958731 | -5331724 |
Profit Factor | 3.4466 | 6.0282 | 1.2121 | 1.1718 | 1.4623 | 0.9203 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 35.9551 | 31.8182 | 40 | 35.9551 | 31.8182 | 40 |
Ratio Avg Win / Avg Loss | 6.1392 | 12.9175 | 1.8182 | 2.0872 | 3.1335 | 1.3804 |
Largest Winning Trade | 675689 | 675689 | 77337 | 6799612 | 6799612 | 2461616 |
Largest Losing Trade | -33480 | -21577 | -33480 | -2175728 | -1961899 | -2175728 |
Avg Bars in Trades | 120 | 109 | 130 | 120 | 109 | 130 |
Avg Bars in Winners | 225 | 212 | 236 | 225 | 212 | 236 |
Avg Bars in Losers | 60 | 61 | 60 | 60 | 61 | 60 |
Bars Traded | 10695 | 4817 | 5878 | 10695 | 4817 | 5878 |
Profit Streak | 35.6594 | 107.4928 | 35.6594 | 35.6594 | 107.4928 | 35.6594 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327073 | 296720 | -314960 | -26744 | 156352 | -582391 |
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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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