Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061888.0983 | 1048413.1259 | 13474.9724 | 950256.1816 | 1260401.3222 | -310145.1406 |
Total P&L (%) | 1061.8881 | 1048.4131 | 13.475 | 950.2562 | 1260.4013 | -310.1451 |
Avg Daily Profit (%) | 0.5835 | 0.5761 | 0.0074 | 0.1293 | 0.1435 | 0 |
Buy And Hold Return (%) | 621.1688 | 621.1688 | 621.1688 | 621.1688 | 621.1688 | 621.1688 |
Max Trade Drawdown | -127076 | -75998 | -80901 | -1179698 | -707403 | -774574 |
Profit Factor | 2.5688 | 4.4596 | 1.036 | 1.1975 | 1.6223 | 0.8887 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 51.5152 | 43.9394 | 59.0909 | 51.5152 | 43.9394 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.4177 | 5.6899 | 0.7173 | 1.127 | 2.0698 | 0.6153 |
Largest Winning Trade | 563132 | 563132 | 67187 | 1076343 | 1076343 | 333863 |
Largest Losing Trade | -51543 | -48619 | -51543 | -774574 | -231685 | -774574 |
Avg Bars in Trades | 26 | 23 | 30 | 26 | 23 | 30 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 19 | 15 | 25 | 19 | 15 | 25 |
Bars Traded | 3563 | 1536 | 2027 | 3563 | 1536 | 2027 |
Profit Streak | 35.4246 | 91.4246 | 35.4246 | 35.4246 | 91.4246 | 35.4246 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352015 | -115454 | -652817 | -30957 | -129774 | -702339 |
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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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