Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803782.8369 | 1690496.4199 | 113286.417 | 2001129.8231 | 657517.8319 | 1343611.9913 |
Total P&L (%) | 1803.7828 | 1690.4964 | 113.2864 | 2001.1298 | 657.5178 | 1343.612 |
Avg Daily Profit (%) | 0.9748 | 0.9136 | 0.0612 | 0.1647 | 0.1095 | 0.1444 |
Buy And Hold Return (%) | 30.9945 | 30.9945 | 30.9945 | 30.9945 | 30.9945 | 30.9945 |
Max Trade Drawdown | -105665 | -112162 | -46666 | -2164688 | -2233384 | -814829 |
Profit Factor | 5.0844 | 7.8242 | 1.5842 | 1.2393 | 1.1314 | 1.4004 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.5466 | 10.4323 | 1.4082 | 1.352 | 1.5085 | 1.2448 |
Largest Winning Trade | 1607071 | 1607071 | 64933 | 2009356 | 2009356 | 904957 |
Largest Losing Trade | -45024 | -23699 | -45024 | -809680 | -708634 | -809680 |
Avg Bars in Trades | 77 | 71 | 84 | 77 | 71 | 84 |
Avg Bars in Winners | 114 | 101 | 124 | 114 | 101 | 124 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 5368 | 2509 | 2859 | 5368 | 2509 | 2859 |
Profit Streak | 77.9571 | 119.2905 | 77.9571 | 77.9571 | 119.2905 | 77.9571 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84483 | 732865 | -110553 | -98208 | -122740 | 77503 |
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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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