Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272527.2081 | 1188338.0659 | 84189.1422 | 4207552.651 | 2001747.2157 | 2205805.4353 |
Total P&L (%) | 1272.5272 | 1188.3381 | 84.1891 | 4207.5527 | 2001.7472 | 2205.8054 |
Avg Daily Profit (%) | 0.6968 | 0.6507 | 0.0461 | 0.2063 | 0.1669 | 0.172 |
Buy And Hold Return (%) | 770.2048 | 770.2048 | 770.2048 | 770.2048 | 770.2048 | 770.2048 |
Max Trade Drawdown | -164867 | -126047 | -96464 | -6293484 | -4716845 | -3516148 |
Profit Factor | 3.6298 | 5.9446 | 1.3457 | 1.3076 | 1.2516 | 1.3854 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 53.4884 | 48.8372 | 58.1395 | 53.4884 | 48.8372 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.1563 | 6.2277 | 0.9689 | 1.137 | 1.3112 | 0.9975 |
Largest Winning Trade | 675219 | 675219 | 65369 | 2917738 | 2917738 | 1805954 |
Largest Losing Trade | -53028 | -37748 | -53028 | -1936800 | -1936800 | -1868446 |
Avg Bars in Trades | 59 | 67 | 50 | 59 | 67 | 50 |
Avg Bars in Winners | 67 | 79 | 57 | 67 | 79 | 57 |
Avg Bars in Losers | 49 | 56 | 42 | 49 | 56 | 42 |
Bars Traded | 5090 | 2902 | 2188 | 5090 | 2902 | 2188 |
Profit Streak | 58.9552 | 83.6218 | 58.9552 | 58.9552 | 83.6218 | 58.9552 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414938 | 396047 | -296758 | 318832 | 166870 | 186187 |
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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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