Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295444.1879 | 1284938.0158 | 10506.1721 | 852563.9952 | 881791.3592 | -29227.3639 |
Total P&L (%) | 1295.4442 | 1284.938 | 10.5062 | 852.564 | 881.7914 | -29.2274 |
Avg Daily Profit (%) | 0.7141 | 0.7083 | 0.0058 | 0.1243 | 0.126 | -0.0191 |
Buy And Hold Return (%) | 624.2503 | 624.2503 | 624.2503 | 624.2503 | 624.2503 | 624.2503 |
Max Trade Drawdown | -119921 | -115472 | -30001 | -1665676 | -1498530 | -505799 |
Profit Factor | 3.7666 | 4.4381 | 1.1112 | 1.1624 | 1.2084 | 0.9713 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 58.0247 | 55 | 60.9756 | 58.0247 | 55 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.7248 | 3.6312 | 0.7111 | 0.8409 | 0.9887 | 0.6216 |
Largest Winning Trade | 886725 | 886725 | 12255 | 1558579 | 1558579 | 137996 |
Largest Losing Trade | -64767 | -64767 | -22567 | -1208205 | -1208205 | -453593 |
Avg Bars in Trades | 63 | 122 | 5 | 63 | 122 | 5 |
Avg Bars in Winners | 56 | 113 | 5 | 56 | 113 | 5 |
Avg Bars in Losers | 73 | 134 | 5 | 73 | 134 | 5 |
Bars Traded | 5143 | 4918 | 225 | 5143 | 4918 | 225 |
Profit Streak | 141.7854 | 142.1188 | 141.7854 | 141.7854 | 142.1188 | 141.7854 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -400 | 553955 | -447597 | -135471 | -61835 | -577595 |
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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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