Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455258.4021 | 1462735.3842 | -7476.9821 | 303537.5982 | 192765.7453 | 110771.853 |
Total P&L (%) | 1455.2584 | 1462.7354 | -7.477 | 303.5376 | 192.7657 | 110.7719 |
Avg Daily Profit (%) | 0.8005 | 0.8046 | -0.0041 | 0.0768 | 0.0591 | 0.041 |
Buy And Hold Return (%) | 729.3899 | 729.3899 | 729.3899 | 729.3899 | 729.3899 | 729.3899 |
Max Trade Drawdown | -188090 | -162278 | -93169 | -1743085 | -1807760 | -1081716 |
Profit Factor | 3.2762 | 5.2901 | 0.9749 | 1.05 | 1.054 | 1.0443 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 3.6211 | 7.1572 | 0.8821 | 1.1605 | 1.426 | 0.9449 |
Largest Winning Trade | 1044013 | 1044013 | 57934 | 1044013 | 1044013 | 662773 |
Largest Losing Trade | -77440 | -52958 | -77440 | -998538 | -998538 | -997629 |
Avg Bars in Trades | 63 | 85 | 42 | 63 | 85 | 42 |
Avg Bars in Winners | 57 | 85 | 34 | 57 | 85 | 34 |
Avg Bars in Losers | 69 | 84 | 51 | 69 | 84 | 51 |
Bars Traded | 5115 | 3406 | 1709 | 5115 | 3406 | 1709 |
Profit Streak | 50.822 | 50.822 | 58.1554 | 50.822 | 50.822 | 58.1554 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10827 | 432026 | -579446 | -445075 | -443246 | -475980 |
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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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