Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273268.0938 | 1234719.7192 | 38548.3745 | 2460289.128 | 4354191.8618 | -1893902.7338 |
Total P&L (%) | 1273.2681 | 1234.7197 | 38.5484 | 2460.2891 | 4354.1919 | -1893.9027 |
Avg Daily Profit (%) | 0.6979 | 0.6767 | 0.0211 | 0.1779 | 0.2083 | 0 |
Buy And Hold Return (%) | 733.4772 | 733.4772 | 733.4772 | 733.4772 | 733.4772 | 733.4772 |
Max Trade Drawdown | -120255 | -68925 | -71556 | -8612608 | -5349112 | -4620326 |
Profit Factor | 3.327 | 5.8444 | 1.1319 | 1.1215 | 1.4584 | 0.8238 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.7826 | 8.4014 | 1.6271 | 1.6122 | 2.0965 | 1.1842 |
Largest Winning Trade | 682060 | 682060 | 77519 | 6436542 | 6436542 | 2222574 |
Largest Losing Trade | -24859 | -24257 | -24859 | -2140229 | -2140229 | -1388905 |
Avg Bars in Trades | 45 | 42 | 49 | 45 | 42 | 49 |
Avg Bars in Winners | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 3569 | 1654 | 1915 | 3569 | 1654 | 1915 |
Profit Streak | 38.6166 | 111.6166 | 38.6166 | 38.6166 | 111.6166 | 38.6166 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31274 | 324558 | -407683 | -121971 | 253844 | -582034 |
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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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