Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260204.9693 | 1184832.2504 | 75372.7189 | 4510291.4504 | 3571028.4303 | 939263.0201 |
Total P&L (%) | 1260.205 | 1184.8323 | 75.3727 | 4510.2915 | 3571.0284 | 939.263 |
Avg Daily Profit (%) | 0.6934 | 0.6519 | 0.0415 | 0.211 | 0.1984 | 0.1289 |
Buy And Hold Return (%) | 565.883 | 565.883 | 565.883 | 565.883 | 565.883 | 565.883 |
Max Trade Drawdown | -149477 | -83217 | -97832 | -2257100 | -1133487 | -1499579 |
Profit Factor | 3.4158 | 6.13 | 1.2593 | 1.5093 | 1.8828 | 1.1952 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.7821 | 9.6329 | 1.5741 | 2.113 | 2.9587 | 1.494 |
Largest Winning Trade | 609229 | 609229 | 74884 | 1858159 | 1780972 | 1858159 |
Largest Losing Trade | -29846 | -29846 | -29542 | -864756 | -818638 | -864756 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 3544 | 1592 | 1951 | 3544 | 1592 | 1951 |
Profit Streak | 17.5934 | 17.5934 | 20.5934 | 17.5934 | 17.5934 | 20.5934 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429637 | -169366 | -483500 | 328637 | -172392 | -216613 |
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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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