Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783591.7437 | 1742880.9628 | 40710.7809 | 2588052.894 | 3792627.6839 | -1204574.7899 |
Total P&L (%) | 1783.5917 | 1742.881 | 40.7108 | 2588.0529 | 3792.6277 | -1204.5748 |
Avg Daily Profit (%) | 0.9828 | 0.9604 | 0.0224 | 0.1815 | 0.202 | 0 |
Buy And Hold Return (%) | 593.0453 | 593.0453 | 593.0453 | 593.0453 | 593.0453 | 593.0453 |
Max Trade Drawdown | -128255 | -100699 | -74856 | -6401846 | -3199645 | -3796853 |
Profit Factor | 3.5295 | 6.625 | 1.103 | 1.1428 | 1.5191 | 0.8886 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 40.1786 | 41.0714 | 39.2857 | 40.1786 | 41.0714 | 39.2857 |
Ratio Avg Win / Avg Loss | 5.2551 | 9.5054 | 1.7046 | 1.7015 | 2.1796 | 1.3733 |
Largest Winning Trade | 1370982 | 1370982 | 75463 | 3925331 | 3925331 | 2250526 |
Largest Losing Trade | -47877 | -47877 | -29305 | -1409516 | -1047782 | -1409516 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 97 | 81 | 114 | 97 | 81 | 114 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 7136 | 3234 | 3902 | 7136 | 3234 | 3902 |
Profit Streak | 3.3088 | 10.8088 | 0 | 3.3088 | 10.8088 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452101 | -164214 | -619014 | -60723 | -172696 | -763333 |
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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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