Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442059.8281 | 1401405.6412 | 40654.1869 | 1367315.7535 | 1106240.0787 | 261075.6747 |
Total P&L (%) | 1442.0598 | 1401.4056 | 40.6542 | 1367.3158 | 1106.2401 | 261.0757 |
Avg Daily Profit (%) | 0.7909 | 0.7686 | 0.0223 | 0.1474 | 0.1367 | 0.0704 |
Buy And Hold Return (%) | 759.2331 | 759.2331 | 759.2331 | 759.2331 | 759.2331 | 759.2331 |
Max Trade Drawdown | -90527 | -121385 | -22116 | -3486157 | -2881836 | -670205 |
Profit Factor | 3.4497 | 4.0319 | 1.3215 | 1.1207 | 1.1198 | 1.125 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 47.7477 | 38.1818 | 57.1429 | 47.7477 | 38.1818 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.7752 | 6.5278 | 0.9911 | 1.2265 | 1.8129 | 0.8437 |
Largest Winning Trade | 752450 | 752450 | 29562 | 3821841 | 3821841 | 353856 |
Largest Losing Trade | -41643 | -41643 | -15122 | -1299222 | -1299222 | -447848 |
Avg Bars in Trades | 43 | 80 | 8 | 43 | 80 | 8 |
Avg Bars in Winners | 57 | 133 | 7 | 57 | 133 | 7 |
Avg Bars in Losers | 31 | 47 | 8 | 31 | 47 | 8 |
Bars Traded | 4862 | 4408 | 454 | 4862 | 4408 | 454 |
Profit Streak | 183.9578 | 187.9578 | 183.9578 | 183.9578 | 187.9578 | 183.9578 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450618 | -171612 | -508571 | -91381 | -305116 | -527634 |
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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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