Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1833004.5439 | 1678180.1799 | 154824.3639 | 4672187.3563 | -467051.3322 | 5139238.6885 |
Total P&L (%) | 1833.0045 | 1678.1802 | 154.8244 | 4672.1874 | -467.0513 | 5139.2387 |
Avg Daily Profit (%) | 0.9871 | 0.9037 | 0.0834 | 0.2084 | 0 | 0.2134 |
Buy And Hold Return (%) | 90.5583 | 90.5583 | 90.5583 | 90.5583 | 90.5583 | 90.5583 |
Max Trade Drawdown | -66529 | -71191 | -48565 | -3622566 | -3505837 | -2151068 |
Profit Factor | 4.9431 | 7.1848 | 1.8 | 1.3178 | 0.947 | 1.8732 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 30.3279 | 22.9508 | 37.7049 | 30.3279 | 22.9508 | 37.7049 |
Ratio Avg Win / Avg Loss | 11.3559 | 24.1205 | 2.974 | 3.0275 | 3.1792 | 3.0948 |
Largest Winning Trade | 1537225 | 1537225 | 63799 | 2497207 | 2497207 | 1796281 |
Largest Losing Trade | -15583 | -15583 | -12826 | -1169549 | -1169549 | -1029646 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3610 | 1510 | 2100 | 3610 | 1510 | 2100 |
Profit Streak | 39.7943 | 39.7943 | 41.7943 | 39.7943 | 39.7943 | 41.7943 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556585 | -178194 | -252804 | 136527 | -777979 | -154044 |
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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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