Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110520.9173 | 1028735.6383 | 81785.2791 | 5892228.5488 | 5545963.2586 | 346265.2902 |
Total P&L (%) | 1110.5209 | 1028.7356 | 81.7853 | 5892.2285 | 5545.9633 | 346.2653 |
Avg Daily Profit (%) | 0.6091 | 0.5642 | 0.0449 | 0.2247 | 0.2215 | 0.0821 |
Buy And Hold Return (%) | 872.9145 | 872.9145 | 872.9145 | 872.9145 | 872.9145 | 872.9145 |
Max Trade Drawdown | -62465 | -45984 | -36753 | -5614273 | -4481218 | -3253379 |
Profit Factor | 3.4798 | 5.4913 | 1.3738 | 1.2448 | 1.4561 | 1.0291 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 49.1667 | 46.6667 | 51.6667 | 49.1667 | 46.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 3.5978 | 6.2758 | 1.2852 | 1.287 | 1.6642 | 0.9627 |
Largest Winning Trade | 508573 | 508573 | 78859 | 6277390 | 6277390 | 2374480 |
Largest Losing Trade | -25341 | -25341 | -24620 | -1374132 | -1049181 | -1374132 |
Avg Bars in Trades | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Winners | 88 | 70 | 105 | 88 | 70 | 105 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 6993 | 2989 | 4004 | 6993 | 2989 | 4004 |
Profit Streak | 17.0362 | 0 | 27.0362 | 17.0362 | 0 | 27.0362 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62338 | -261412 | -466662 | 302189 | -160537 | -607791 |
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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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