Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329656.274 | 1323520.8973 | 6135.3766 | 579764.2109 | 664667.7182 | -84903.5073 |
Total P&L (%) | 1329.6563 | 1323.5209 | 6.1354 | 579.7642 | 664.6677 | -84.9035 |
Avg Daily Profit (%) | 0.7321 | 0.7287 | 0.0034 | 0.1056 | 0.1121 | -0.104 |
Buy And Hold Return (%) | 606.2077 | 606.2077 | 606.2077 | 606.2077 | 606.2077 | 606.2077 |
Max Trade Drawdown | -117325 | -105736 | -56750 | -1855140 | -1442634 | -854127 |
Profit Factor | 3.1301 | 4.1784 | 1.0295 | 1.0919 | 1.1578 | 0.9594 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 42.4779 | 41.0714 | 43.8596 | 42.4779 | 41.0714 | 43.8596 |
Ratio Avg Win / Avg Loss | 4.2386 | 5.9951 | 1.3178 | 1.4787 | 1.6612 | 1.2281 |
Largest Winning Trade | 867894 | 867894 | 53960 | 1286287 | 1286287 | 358439 |
Largest Losing Trade | -56336 | -56336 | -25736 | -956937 | -956937 | -332971 |
Avg Bars in Trades | 60 | 103 | 17 | 60 | 103 | 17 |
Avg Bars in Winners | 77 | 138 | 21 | 77 | 138 | 21 |
Avg Bars in Losers | 47 | 78 | 14 | 47 | 78 | 14 |
Bars Traded | 6781 | 5769 | 1012 | 6781 | 5769 | 1012 |
Profit Streak | 86.5952 | 86.8452 | 86.5952 | 86.5952 | 86.8452 | 86.5952 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406897 | -168887 | -723739 | -338444 | -407542 | -760718 |
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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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