Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126120.8696 | 1111996.5787 | 14124.2909 | 689182.7421 | 616456.5707 | 72726.1714 |
Total P&L (%) | 1126.1209 | 1111.9966 | 14.1243 | 689.1827 | 616.4566 | 72.7262 |
Avg Daily Profit (%) | 0.6187 | 0.611 | 0.0078 | 0.1136 | 0.1083 | 0.03 |
Buy And Hold Return (%) | 641.735 | 641.735 | 641.735 | 641.735 | 641.735 | 641.735 |
Max Trade Drawdown | -180210 | -159457 | -50662 | -2117426 | -1922204 | -325068 |
Profit Factor | 3.1817 | 3.7703 | 1.1231 | 1.1999 | 1.2121 | 1.1342 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.7831 | 46.3415 | 45.2381 | 45.7831 | 46.3415 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.7678 | 4.3656 | 1.3595 | 1.4209 | 1.4035 | 1.373 |
Largest Winning Trade | 705424 | 705424 | 34664 | 804225 | 804225 | 145624 |
Largest Losing Trade | -73290 | -73290 | -33639 | -1145987 | -1145987 | -154689 |
Avg Bars in Trades | 42 | 81 | 4 | 42 | 81 | 4 |
Avg Bars in Winners | 32 | 60 | 5 | 32 | 60 | 5 |
Avg Bars in Losers | 50 | 100 | 3 | 50 | 100 | 3 |
Bars Traded | 3532 | 3360 | 172 | 3532 | 3360 | 172 |
Profit Streak | 38.8782 | 68.3782 | 38.8782 | 38.8782 | 68.3782 | 38.8782 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260811 | 336805 | -434361 | -186316 | -214700 | -392429 |
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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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