Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332232.773 | 1303254.9943 | 28977.7787 | 1006316.1285 | 825754.097 | 180562.0315 |
Total P&L (%) | 1332.2328 | 1303.255 | 28.9778 | 1006.3161 | 825.7541 | 180.562 |
Avg Daily Profit (%) | 0.7301 | 0.7142 | 0.0159 | 0.1318 | 0.122 | 0.0566 |
Buy And Hold Return (%) | 703.0379 | 703.0379 | 703.0379 | 703.0379 | 703.0379 | 703.0379 |
Max Trade Drawdown | -105636 | -114771 | -29708 | -1036791 | -1209069 | -245548 |
Profit Factor | 3.5955 | 4.4809 | 1.2087 | 1.2712 | 1.2855 | 1.2207 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 47.0588 | 35.7143 | 58.1395 | 47.0588 | 35.7143 | 58.1395 |
Ratio Avg Win / Avg Loss | 4.045 | 8.0656 | 0.8702 | 1.4301 | 2.3139 | 0.8789 |
Largest Winning Trade | 795033 | 795033 | 19675 | 970496 | 970496 | 117009 |
Largest Losing Trade | -56215 | -56215 | -29048 | -763531 | -763531 | -159551 |
Avg Bars in Trades | 54 | 100 | 9 | 54 | 100 | 9 |
Avg Bars in Winners | 78 | 190 | 10 | 78 | 190 | 10 |
Avg Bars in Losers | 33 | 50 | 7 | 33 | 50 | 7 |
Bars Traded | 4616 | 4228 | 388 | 4616 | 4228 | 388 |
Profit Streak | 221.0588 | 0 | 261.0588 | 221.0588 | 0 | 261.0588 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411091 | 232958 | -337196 | -48622 | -145551 | -282892 |
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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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