Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215119.2173 | 1190617.0422 | 24502.1751 | 125608.3758 | 34193.983 | 91414.3928 |
Total P&L (%) | 1215.1192 | 1190.617 | 24.5022 | 125.6084 | 34.194 | 91.4144 |
Avg Daily Profit (%) | 0.656 | 0.6428 | 0.0132 | 0.0439 | 0.0159 | 0.0351 |
Buy And Hold Return (%) | 53.0927 | 53.0927 | 53.0927 | 53.0927 | 53.0927 | 53.0927 |
Max Trade Drawdown | -173559 | -171779 | -16753 | -946754 | -941597 | -83929 |
Profit Factor | 3.1962 | 3.465 | 1.3487 | 1.0494 | 1.0148 | 1.4072 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 55.4217 | 46.3415 | 64.2857 | 55.4217 | 46.3415 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.5709 | 4.0121 | 0.7493 | 0.8441 | 1.175 | 0.7818 |
Largest Winning Trade | 1067953 | 1067953 | 10806 | 893987 | 893987 | 51015 |
Largest Losing Trade | -56140 | -56140 | -11324 | -577527 | -577527 | -49149 |
Avg Bars in Trades | 254 | 501 | 13 | 254 | 501 | 13 |
Avg Bars in Winners | 300 | 710 | 11 | 300 | 710 | 11 |
Avg Bars in Losers | 197 | 320 | 16 | 197 | 320 | 16 |
Bars Traded | 21109 | 20557 | 552 | 21109 | 20557 | 552 |
Profit Streak | 6.2753 | 0 | 200.6919 | 6.2753 | 0 | 200.6919 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 653847 | 614248 | -338620 | -306377 | -543089 | -152122 |
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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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