Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227335.8105 | 1135660.1121 | 91675.6984 | 4003797.4905 | 5068079.0662 | -1064281.5757 |
Total P&L (%) | 1227.3358 | 1135.6601 | 91.6757 | 4003.7975 | 5068.0791 | -1064.2816 |
Avg Daily Profit (%) | 0.6758 | 0.6253 | 0.0505 | 0.2047 | 0.2174 | 0 |
Buy And Hold Return (%) | 654.6672 | 654.6672 | 654.6672 | 654.6672 | 654.6672 | 654.6672 |
Max Trade Drawdown | -78509 | -107004 | -59036 | -5469361 | -4679745 | -4028871 |
Profit Factor | 3.1122 | 4.9235 | 1.3144 | 1.1495 | 1.3715 | 0.919 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 53.9063 | 53.125 | 54.6875 | 53.9063 | 53.125 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.6611 | 4.3443 | 1.089 | 0.9829 | 1.2101 | 0.7614 |
Largest Winning Trade | 577361 | 577361 | 41052 | 6089242 | 6089242 | 2370117 |
Largest Losing Trade | -36063 | -34861 | -36063 | -2646385 | -2646385 | -2221650 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 6888 | 3185 | 3703 | 6888 | 3185 | 3703 |
Profit Streak | 34.3844 | 0 | 45.1344 | 34.3844 | 0 | 45.1344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421708 | -128021 | -429129 | -48857 | -130067 | -718794 |
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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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