Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155798.5372 | 1048990.2369 | 106808.3003 | 4187604.8121 | 4302389.0425 | -114784.2304 |
Total P&L (%) | 1155.7985 | 1048.9902 | 106.8083 | 4187.6048 | 4302.389 | -114.7842 |
Avg Daily Profit (%) | 0.6335 | 0.575 | 0.0585 | 0.2062 | 0.2077 | 0 |
Buy And Hold Return (%) | 150.5205 | 150.5205 | 150.5205 | 150.5205 | 150.5205 | 150.5205 |
Max Trade Drawdown | -107360 | -75244 | -78201 | -7367364 | -4110198 | -5332339 |
Profit Factor | 3.0664 | 4.531 | 1.4073 | 1.2552 | 1.5069 | 0.9855 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 47.2222 | 56.7568 | 52.0548 | 47.2222 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.8243 | 5.064 | 1.0722 | 1.1561 | 1.6842 | 0.7509 |
Largest Winning Trade | 455938 | 455938 | 67888 | 4559549 | 4559549 | 2062959 |
Largest Losing Trade | -48862 | -48862 | -37781 | -2888782 | -2888782 | -2794906 |
Avg Bars in Trades | 143 | 121 | 163 | 143 | 121 | 163 |
Avg Bars in Winners | 171 | 141 | 196 | 171 | 141 | 196 |
Avg Bars in Losers | 112 | 104 | 120 | 112 | 104 | 120 |
Bars Traded | 10446 | 4388 | 6058 | 10446 | 4388 | 6058 |
Profit Streak | 25.7783 | 51.945 | 25.7783 | 25.7783 | 51.945 | 25.7783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57389 | 653562 | -278358 | -67089 | 361588 | -579354 |
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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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