Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259189.0217 | 1207926.6646 | 51262.3571 | 3032343.2115 | 3637170.9787 | -604827.7671 |
Total P&L (%) | 1259.189 | 1207.9267 | 51.2624 | 3032.3432 | 3637.171 | -604.8278 |
Avg Daily Profit (%) | 0.6905 | 0.6624 | 0.0281 | 0.1891 | 0.1988 | 0 |
Buy And Hold Return (%) | 656.1487 | 656.1487 | 656.1487 | 656.1487 | 656.1487 | 656.1487 |
Max Trade Drawdown | -84627 | -82653 | -52895 | -3154274 | -1652774 | -2306803 |
Profit Factor | 3.2965 | 5.6003 | 1.1794 | 1.2519 | 1.6748 | 0.909 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 |
Ratio Avg Win / Avg Loss | 4.3454 | 7.3822 | 1.5547 | 1.6502 | 2.2077 | 1.1983 |
Largest Winning Trade | 658594 | 658594 | 79139 | 2865098 | 2865098 | 1390755 |
Largest Losing Trade | -37481 | -37481 | -27232 | -1094442 | -908993 | -1094442 |
Avg Bars in Trades | 70 | 63 | 76 | 70 | 63 | 76 |
Avg Bars in Winners | 99 | 92 | 107 | 99 | 92 | 107 |
Avg Bars in Losers | 47 | 41 | 53 | 47 | 41 | 53 |
Bars Traded | 7149 | 3226 | 3923 | 7149 | 3226 | 3923 |
Profit Streak | 39.4134 | 96.6634 | 39.4134 | 39.4134 | 96.6634 | 39.4134 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367733 | -169090 | -524902 | 226294 | -171137 | -760847 |
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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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