Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400347.5222 | 1343242.6092 | 57104.913 | 1960453.3773 | 1360821.6308 | 599631.7465 |
Total P&L (%) | 1400.3475 | 1343.2426 | 57.1049 | 1960.4534 | 1360.8216 | 599.6317 |
Avg Daily Profit (%) | 0.7679 | 0.7366 | 0.0313 | 0.1661 | 0.1472 | 0.1067 |
Buy And Hold Return (%) | 872.2772 | 872.2772 | 872.2772 | 872.2772 | 872.2772 | 872.2772 |
Max Trade Drawdown | -107341 | -129422 | -39272 | -3459257 | -3228795 | -350190 |
Profit Factor | 3.3413 | 3.7608 | 1.5119 | 1.2059 | 1.17 | 1.3958 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 44.2748 | 35.3846 | 53.0303 | 44.2748 | 35.3846 | 53.0303 |
Ratio Avg Win / Avg Loss | 4.2055 | 6.8675 | 1.3391 | 1.5178 | 2.1364 | 1.2363 |
Largest Winning Trade | 677275 | 677275 | 21931 | 1697120 | 1697120 | 484579 |
Largest Losing Trade | -48844 | -48844 | -23845 | -1711551 | -1711551 | -191424 |
Avg Bars in Trades | 26 | 50 | 3 | 26 | 50 | 3 |
Avg Bars in Winners | 30 | 69 | 4 | 30 | 69 | 4 |
Avg Bars in Losers | 24 | 39 | 2 | 24 | 39 | 2 |
Bars Traded | 3532 | 3278 | 254 | 3532 | 3278 | 254 |
Profit Streak | 45.7401 | 93.2401 | 45.7401 | 45.7401 | 93.2401 | 45.7401 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329313 | -127128 | -438403 | 90544 | -175136 | -338129 |
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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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