Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2233166.6351 | 2147735.0942 | 85431.5409 | 2869270.4125 | 1700750.9963 | 1168519.4163 |
Total P&L (%) | 2233.1666 | 2147.7351 | 85.4315 | 2869.2704 | 1700.751 | 1168.5194 |
Avg Daily Profit (%) | 1.0075 | 0.969 | 0.0385 | 0.1531 | 0.1305 | 0.1147 |
Buy And Hold Return (%) | 414.3155 | 414.3155 | 414.3155 | 414.3155 | 414.3155 | 414.3155 |
Max Trade Drawdown | -86209 | -75671 | -65095 | -4848901 | -1979765 | -4038563 |
Profit Factor | 5.5924 | 10.0736 | 1.3423 | 1.245 | 1.3402 | 1.174 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.8293 | 15.1104 | 1.7553 | 1.7429 | 2.0103 | 1.5353 |
Largest Winning Trade | 1988315 | 1988315 | 54485 | 2720372 | 1832730 | 2720372 |
Largest Losing Trade | -40952 | -28500 | -40952 | -2360390 | -1417528 | -2360390 |
Avg Bars in Trades | 72 | 70 | 73 | 72 | 70 | 73 |
Avg Bars in Winners | 112 | 98 | 125 | 112 | 98 | 125 |
Avg Bars in Losers | 43 | 52 | 34 | 43 | 52 | 34 |
Bars Traded | 4339 | 2125 | 2214 | 4339 | 2125 | 2214 |
Profit Streak | 22.7435 | 41.2435 | 22.7435 | 22.7435 | 41.2435 | 22.7435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155476 | 620759 | -307832 | -167532 | -22456 | -72825 |
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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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