Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471210.1996 | 1448871.66 | 22338.5396 | 1449105.1685 | 5896749.8296 | -4447644.6611 |
Total P&L (%) | 1471.2102 | 1448.8717 | 22.3385 | 1449.1052 | 5896.7498 | -4447.6447 |
Avg Daily Profit (%) | 0.797 | 0.7849 | 0.0121 | 0.1486 | 0.222 | 0 |
Buy And Hold Return (%) | 413.9089 | 413.9089 | 413.9089 | 413.9089 | 413.9089 | 413.9089 |
Max Trade Drawdown | -163531 | -96599 | -99214 | -8547965 | -4598594 | -5072714 |
Profit Factor | 3.0403 | 5.02 | 1.0619 | 1.0625 | 1.5008 | 0.6108 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 33.0709 | 30.1587 | 35.9375 | 33.0709 | 30.1587 | 35.9375 |
Ratio Avg Win / Avg Loss | 6.1529 | 11.6253 | 1.893 | 2.1502 | 3.4756 | 1.0888 |
Largest Winning Trade | 932267 | 932267 | 77298 | 7136752 | 7136752 | 1232743 |
Largest Losing Trade | -30952 | -25392 | -30952 | -1822664 | -1822664 | -1417720 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 3618 | 1539 | 2079 | 3618 | 1539 | 2079 |
Profit Streak | 4.0722 | 0 | 10.0722 | 4.0722 | 0 | 10.0722 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367476 | -136216 | -638001 | -153816 | -143748 | -723376 |
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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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