Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2678185.6593 | 2559604.5277 | 118581.1315 | 1826919.5533 | -578254.2215 | 2405173.7748 |
Total P&L (%) | 2678.1857 | 2559.6045 | 118.5811 | 1826.9196 | -578.2542 | 2405.1738 |
Avg Daily Profit (%) | 1.1534 | 1.1023 | 0.0511 | 0.1275 | 0 | 0.1388 |
Buy And Hold Return (%) | 24.5085 | 24.5085 | 24.5085 | 24.5085 | 24.5085 | 24.5085 |
Max Trade Drawdown | -128375 | -164759 | -41162 | -8618220 | -9030023 | -886795 |
Profit Factor | 5.7425 | 7.146 | 1.7999 | 1.1154 | 0.9559 | 1.8864 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 38.2353 | 51.4286 | 44.9275 | 38.2353 | 51.4286 |
Ratio Avg Win / Avg Loss | 7.0392 | 11.5435 | 1.6999 | 1.3673 | 1.5442 | 1.7816 |
Largest Winning Trade | 2310707 | 2310707 | 44449 | 6514363 | 6514363 | 996574 |
Largest Losing Trade | -68650 | -68650 | -17068 | -4380679 | -4380679 | -451041 |
Avg Bars in Trades | 62 | 98 | 28 | 62 | 98 | 28 |
Avg Bars in Winners | 82 | 155 | 30 | 82 | 155 | 30 |
Avg Bars in Losers | 46 | 63 | 26 | 46 | 63 | 26 |
Bars Traded | 4343 | 3350 | 993 | 4343 | 3350 | 993 |
Profit Streak | 70.1444 | 103.1444 | 70.1444 | 70.1444 | 103.1444 | 70.1444 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85469 | 645303 | -121765 | -223263 | -582031 | -2717 |
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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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