Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077759.7052 | 943983.4089 | 133776.2963 | 10832552.4149 | 7932807.5213 | 2899744.8936 |
Total P&L (%) | 1077.7597 | 943.9834 | 133.7763 | 10832.5524 | 7932.8075 | 2899.7449 |
Avg Daily Profit (%) | 0.4312 | 0.3777 | 0.0535 | 0.188 | 0.1757 | 0.1362 |
Buy And Hold Return (%) | 784.2415 | 784.2415 | 784.2415 | 784.2415 | 784.2415 | 784.2415 |
Max Trade Drawdown | -80018 | -79428 | -15247 | -851784 | -744572 | -107212 |
Profit Factor | 4.0569 | 4.2516 | 3.1489 | 6.1623 | 5.4399 | 10.3035 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.8313 | 56.0976 | 59.5238 | 57.8313 | 56.0976 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.9581 | 3.3273 | 2.1412 | 4.4934 | 4.2573 | 7.0064 |
Largest Winning Trade | 416850 | 416850 | 28122 | 3156568 | 3156568 | 1500026 |
Largest Losing Trade | -56011 | -56011 | -9893 | -744572 | -744572 | -107212 |
Avg Bars in Trades | 162 | 299 | 29 | 162 | 299 | 29 |
Avg Bars in Winners | 155 | 284 | 36 | 155 | 284 | 36 |
Avg Bars in Losers | 173 | 318 | 19 | 173 | 318 | 19 |
Bars Traded | 13514 | 12262 | 1252 | 13514 | 12262 | 1252 |
Profit Streak | 125.9989 | 138.4989 | 125.9989 | 125.9989 | 138.4989 | 125.9989 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31524 | -84208 | -279073 | 617763 | 624372 | -2654 |
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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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