Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249030.2981 | 1208673.9375 | 40356.3606 | 1603020.3907 | 5256662.0917 | -3653641.7009 |
Total P&L (%) | 1249.0303 | 1208.6739 | 40.3564 | 1603.0204 | 5256.6621 | -3653.6417 |
Avg Daily Profit (%) | 0.6876 | 0.6654 | 0.0222 | 0.1562 | 0.2194 | 0 |
Buy And Hold Return (%) | 807.122 | 807.122 | 807.122 | 807.122 | 807.122 | 807.122 |
Max Trade Drawdown | -147711 | -74645 | -83581 | -5671514 | -2047266 | -4186121 |
Profit Factor | 3.456 | 6.7504 | 1.1353 | 1.1533 | 2.5689 | 0.4857 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 46.1538 | 52.6316 | 49.3506 | 46.1538 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.547 | 7.8755 | 1.0217 | 1.1837 | 2.9971 | 0.4371 |
Largest Winning Trade | 573549 | 573549 | 69944 | 5145237 | 5145237 | 533741 |
Largest Losing Trade | -61304 | -33738 | -61304 | -3039438 | -665875 | -3039438 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 3405 | 1763 | 1642 | 3405 | 1763 | 1642 |
Profit Streak | 26.0943 | 26.5943 | 26.0943 | 26.0943 | 26.5943 | 26.0943 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36155 | 327175 | -399810 | -96241 | 443448 | -579881 |
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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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