Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474161.1669 | 1435539.6112 | 38621.5557 | 955246.752 | 2810433.0261 | -1855186.2741 |
Total P&L (%) | 1474.1612 | 1435.5396 | 38.6216 | 955.2468 | 2810.433 | -1855.1863 |
Avg Daily Profit (%) | 0.8136 | 0.7922 | 0.0213 | 0.1301 | 0.1862 | 0 |
Buy And Hold Return (%) | 595.4689 | 595.4689 | 595.4689 | 595.4689 | 595.4689 | 595.4689 |
Max Trade Drawdown | -139077 | -126446 | -89183 | -3724749 | -2675611 | -2661373 |
Profit Factor | 2.7901 | 4.1682 | 1.1043 | 1.0711 | 1.3965 | 0.7079 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 51.9685 | 47.619 | 56.25 | 51.9685 | 47.619 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5787 | 4.585 | 0.8589 | 0.9899 | 1.5361 | 0.5506 |
Largest Winning Trade | 1005658 | 1005658 | 49880 | 1377972 | 1377972 | 909152 |
Largest Losing Trade | -71593 | -60476 | -71593 | -1746828 | -1746828 | -1190070 |
Avg Bars in Trades | 27 | 36 | 18 | 27 | 36 | 18 |
Avg Bars in Winners | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 3498 | 2303 | 1195 | 3498 | 2303 | 1195 |
Profit Streak | 25.3158 | 0 | 48.3158 | 25.3158 | 0 | 48.3158 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583097 | -131472 | -575193 | -171011 | -139484 | -718308 |
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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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