Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338854.7621 | 1331830.0503 | 7024.7118 | 812584.2128 | 1083230.8283 | -270646.6156 |
Total P&L (%) | 1338.8548 | 1331.8301 | 7.0247 | 812.5842 | 1083.2308 | -270.6466 |
Avg Daily Profit (%) | 0.7356 | 0.7318 | 0.0039 | 0.1216 | 0.1359 | 0 |
Buy And Hold Return (%) | 742.6983 | 742.6983 | 742.6983 | 742.6983 | 742.6983 | 742.6983 |
Max Trade Drawdown | -109319 | -71700 | -92788 | -1227411 | -1098693 | -539125 |
Profit Factor | 3.23 | 5.6049 | 1.0226 | 1.2277 | 1.5322 | 0.8234 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 44.4444 | 39.0244 | 50 | 44.4444 | 39.0244 | 50 |
Ratio Avg Win / Avg Loss | 4.0375 | 8.7576 | 1.0226 | 1.5347 | 2.3941 | 0.8234 |
Largest Winning Trade | 684305 | 684305 | 67345 | 1362034 | 1362034 | 277225 |
Largest Losing Trade | -68896 | -41814 | -68896 | -520462 | -520462 | -305922 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 55 | 53 | 56 | 55 | 53 | 56 |
Avg Bars in Losers | 31 | 38 | 22 | 31 | 38 | 22 |
Bars Traded | 3422 | 1833 | 1589 | 3422 | 1833 | 1589 |
Profit Streak | 29.5189 | 30.5189 | 29.5189 | 29.5189 | 30.5189 | 29.5189 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6386 | 335628 | -548563 | -183027 | -35001 | -580209 |
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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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