Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118776.3238 | 1031863.0368 | 86913.287 | 646348.6619 | 941501.9496 | -295153.2876 |
Total P&L (%) | 1118.7763 | 1031.863 | 86.9133 | 646.3487 | 941.502 | -295.1533 |
Avg Daily Profit (%) | 0.603 | 0.5561 | 0.0468 | 0.1084 | 0.1264 | 0 |
Buy And Hold Return (%) | 69.6243 | 69.6243 | 69.6243 | 69.6243 | 69.6243 | 69.6243 |
Max Trade Drawdown | -85193 | -107186 | -60731 | -3212878 | -2490783 | -2194868 |
Profit Factor | 3.152 | 5.1666 | 1.3193 | 1.0606 | 1.2102 | 0.9523 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 41.8605 | 32.5581 | 51.1628 | 41.8605 | 32.5581 | 51.1628 |
Ratio Avg Win / Avg Loss | 4.3778 | 10.7023 | 1.2593 | 1.4731 | 2.5069 | 0.909 |
Largest Winning Trade | 983431 | 983431 | 62784 | 1212515 | 1114833 | 1212515 |
Largest Losing Trade | -56316 | -27301 | -56316 | -2194868 | -791579 | -2194868 |
Avg Bars in Trades | 41 | 32 | 49 | 41 | 32 | 49 |
Avg Bars in Winners | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Losers | 22 | 16 | 31 | 22 | 16 | 31 |
Bars Traded | 3526 | 1412 | 2114 | 3526 | 1412 | 2114 |
Profit Streak | 33.7344 | 0 | 39.7344 | 33.7344 | 0 | 39.7344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543993 | 441594 | -217924 | -204105 | -29987 | -580028 |
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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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