Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164457.6605 | 1069715.5203 | 94742.1402 | 7161964.159 | 6779658.5349 | 382305.6242 |
Total P&L (%) | 1164.4577 | 1069.7155 | 94.7421 | 7161.9642 | 6779.6585 | 382.3056 |
Avg Daily Profit (%) | 0.6347 | 0.583 | 0.0516 | 0.2338 | 0.2309 | 0.0858 |
Buy And Hold Return (%) | 715.4174 | 715.4174 | 715.4174 | 715.4174 | 715.4174 | 715.4174 |
Max Trade Drawdown | -53870 | -45483 | -38819 | -6354036 | -5080051 | -3882582 |
Profit Factor | 3.6173 | 5.7014 | 1.4358 | 1.2646 | 1.5107 | 1.0277 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 48.3607 | 49.1803 | 47.541 | 48.3607 | 49.1803 | 47.541 |
Ratio Avg Win / Avg Loss | 3.8626 | 5.8915 | 1.5844 | 1.3504 | 1.5611 | 1.134 |
Largest Winning Trade | 508573 | 508573 | 76695 | 7932313 | 7932313 | 2597239 |
Largest Losing Trade | -28585 | -28585 | -24620 | -1677787 | -1583999 | -1677787 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 85 | 66 | 105 | 85 | 66 | 105 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 6993 | 3007 | 3985 | 6993 | 3007 | 3985 |
Profit Streak | 28.5569 | 0 | 38.5569 | 28.5569 | 0 | 38.5569 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338011 | -154083 | -449798 | 303163 | -151214 | -596311 |
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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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