Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345145.2463 | 1272456.2174 | 72689.0289 | 5085915.3041 | 4926763.8287 | 159151.4754 |
Total P&L (%) | 1345.1452 | 1272.4562 | 72.689 | 5085.9153 | 4926.7638 | 159.1515 |
Avg Daily Profit (%) | 0.7399 | 0.6999 | 0.04 | 0.2174 | 0.2157 | 0.0524 |
Buy And Hold Return (%) | 614.2517 | 614.2517 | 614.2517 | 614.2517 | 614.2517 | 614.2517 |
Max Trade Drawdown | -97773 | -60443 | -73553 | -9334957 | -5250439 | -5424093 |
Profit Factor | 3.5284 | 6.8252 | 1.2318 | 1.2316 | 1.5419 | 1.0124 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 37.9747 | 35.8974 | 40 | 37.9747 | 35.8974 | 40 |
Ratio Avg Win / Avg Loss | 5.763 | 12.1879 | 1.8477 | 2.0116 | 2.7534 | 1.5186 |
Largest Winning Trade | 731048 | 731048 | 76539 | 5478161 | 5478161 | 3386910 |
Largest Losing Trade | -39257 | -25085 | -39257 | -1863089 | -1863089 | -1734836 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 112 | 103 | 119 | 112 | 103 | 119 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 5312 | 2463 | 2849 | 5312 | 2463 | 2849 |
Profit Streak | 11.3024 | 0 | 31.3024 | 11.3024 | 0 | 31.3024 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21573 | 322677 | -307815 | -26354 | 193735 | -497857 |
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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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