Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404581.358 | 1308573.568 | 96007.7901 | 5866994.7598 | 3938007.8901 | 1928986.8697 |
Total P&L (%) | 1404.5814 | 1308.5736 | 96.0078 | 5866.9948 | 3938.0079 | 1928.9869 |
Avg Daily Profit (%) | 0.7745 | 0.7216 | 0.0529 | 0.2257 | 0.2041 | 0.1661 |
Buy And Hold Return (%) | 580.224 | 580.224 | 580.224 | 580.224 | 580.224 | 580.224 |
Max Trade Drawdown | -100746 | -98173 | -42324 | -2813418 | -2759366 | -1517151 |
Profit Factor | 4.4036 | 6.9894 | 1.4944 | 1.4517 | 1.5725 | 1.3157 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 34.7826 | 28.0702 | 41.3793 | 34.7826 | 28.0702 | 41.3793 |
Ratio Avg Win / Avg Loss | 8.2567 | 17.9103 | 2.117 | 2.7219 | 4.0294 | 1.8639 |
Largest Winning Trade | 697596 | 697596 | 68345 | 3621404 | 3621404 | 1819745 |
Largest Losing Trade | -37396 | -37396 | -22459 | -1100794 | -784078 | -1100794 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 55 | 61 | 52 | 55 | 61 | 52 |
Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
Bars Traded | 3403 | 1529 | 1874 | 3403 | 1529 | 1874 |
Profit Streak | 40.9972 | 0 | 45.4972 | 40.9972 | 0 | 45.4972 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411710 | -180501 | -468464 | 201385 | -185547 | -176634 |
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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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