Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732303.8471 | 1628232.7087 | 104071.1383 | 2200416.3154 | -1326471.5653 | 3526887.8807 |
Total P&L (%) | 1732.3038 | 1628.2327 | 104.0711 | 2200.4163 | -1326.4716 | 3526.8879 |
Avg Daily Profit (%) | 0.9315 | 0.8755 | 0.056 | 0.1688 | 0 | 0.1933 |
Buy And Hold Return (%) | 102.5825 | 102.5825 | 102.5825 | 102.5825 | 102.5825 | 102.5825 |
Max Trade Drawdown | -112623 | -98436 | -41248 | -6852214 | -6011370 | -3412873 |
Profit Factor | 4.5485 | 7.2254 | 1.4592 | 1.0983 | 0.8934 | 1.3546 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 34.9398 | 26.8293 | 42.8571 | 34.9398 | 26.8293 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.4697 | 19.7056 | 1.9456 | 2.0451 | 2.4365 | 1.8061 |
Largest Winning Trade | 1376843 | 1376843 | 61591 | 4020152 | 4020152 | 3473964 |
Largest Losing Trade | -23278 | -19146 | -23278 | -1586005 | -1424808 | -1586005 |
Avg Bars in Trades | 131 | 112 | 149 | 131 | 112 | 149 |
Avg Bars in Winners | 269 | 283 | 260 | 269 | 283 | 260 |
Avg Bars in Losers | 56 | 49 | 65 | 56 | 49 | 65 |
Bars Traded | 10883 | 4609 | 6274 | 10883 | 4609 | 6274 |
Profit Streak | 21.482 | 0 | 21.6486 | 21.482 | 0 | 21.6486 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509767 | 1551 | -279469 | -110112 | -599716 | 263680 |
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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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