Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13433067.4299 | 13384500.1036 | 48567.3263 | 13790050.0654 | 13058906.7306 | 731143.3348 |
Total P&L (%) | 13433.0674 | 13384.5001 | 48.5673 | 13790.0501 | 13058.9067 | 731.1433 |
Avg Daily Profit (%) | 7.2445 | 7.2183 | 0.0262 | 0.2664 | 0.2635 | 0.1143 |
Buy And Hold Return (%) | 6145.0331 | 6145.0331 | 6145.0331 | 6145.0331 | 6145.0331 | 6145.0331 |
Max Trade Drawdown | -139142 | -163529 | -54374 | -7937429 | -8674030 | -4401218 |
Profit Factor | 25.506 | 36.9516 | 1.2762 | 1.4747 | 1.6799 | 1.0743 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 42.6966 | 31.8182 | 53.3333 | 42.6966 | 31.8182 | 53.3333 |
Ratio Avg Win / Avg Loss | 34.2317 | 79.1819 | 1.1166 | 1.9792 | 3.5999 | 0.94 |
Largest Winning Trade | 13063081 | 13063081 | 44868 | 8399440 | 8399440 | 2127080 |
Largest Losing Trade | -56683 | -56683 | -30841 | -3898662 | -3898662 | -2028980 |
Avg Bars in Trades | 77 | 135 | 20 | 77 | 135 | 20 |
Avg Bars in Winners | 138 | 343 | 19 | 138 | 343 | 19 |
Avg Bars in Losers | 31 | 38 | 21 | 31 | 38 | 21 |
Bars Traded | 6896 | 5977 | 918 | 6896 | 5977 | 918 |
Profit Streak | 158.0333 | 158.0333 | 168.0333 | 158.0333 | 158.0333 | 168.0333 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632638 | 444062 | -321593 | 156848 | -727 | -344153 |
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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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