Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029871.6793 | 935893.0768 | 93978.6025 | 6593249.2775 | 5643412.9169 | 949836.3606 |
Total P&L (%) | 1029.8717 | 935.8931 | 93.9786 | 6593.2493 | 5643.4129 | 949.8364 |
Avg Daily Profit (%) | 0.5612 | 0.51 | 0.0512 | 0.2293 | 0.221 | 0.1282 |
Buy And Hold Return (%) | 609.9304 | 609.9304 | 609.9304 | 609.9304 | 609.9304 | 609.9304 |
Max Trade Drawdown | -64198 | -84139 | -45086 | -6346440 | -5962038 | -3465197 |
Profit Factor | 2.4805 | 3.6034 | 1.2796 | 1.2471 | 1.4106 | 1.0734 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 54.3103 | 55.1724 | 53.4483 | 54.3103 | 55.1724 | 53.4483 |
Ratio Avg Win / Avg Loss | 2.0868 | 2.9277 | 1.1145 | 1.0492 | 1.1461 | 0.9349 |
Largest Winning Trade | 323289 | 323289 | 56360 | 2215805 | 2215805 | 2191240 |
Largest Losing Trade | -39888 | -39888 | -38173 | -3037362 | -3037362 | -2010967 |
Avg Bars in Trades | 61 | 71 | 52 | 61 | 71 | 52 |
Avg Bars in Winners | 73 | 75 | 70 | 73 | 75 | 70 |
Avg Bars in Losers | 48 | 66 | 31 | 48 | 66 | 31 |
Bars Traded | 7170 | 4118 | 3052 | 7170 | 4118 | 3052 |
Profit Streak | 22.5573 | 36.0573 | 0 | 22.5573 | 36.0573 | 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 | 298836 | -171376 | -469956 | 340686 | -169865 | -352323 |
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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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