Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239846.1497 | 1068045.5278 | 171800.6219 | 26909129.579 | 22945638.5524 | 3963491.0266 |
Total P&L (%) | 1239.8462 | 1068.0455 | 171.8006 | 26909.1296 | 22945.6386 | 3963.491 |
Avg Daily Profit (%) | 0.4958 | 0.4271 | 0.0687 | 0.2242 | 0.2178 | 0.1483 |
Buy And Hold Return (%) | 856.5982 | 856.5982 | 856.5982 | 856.5982 | 856.5982 | 856.5982 |
Max Trade Drawdown | -90895 | -68585 | -46335 | -6609554 | -3397876 | -5820438 |
Profit Factor | 4.3075 | 5.7221 | 2.1555 | 3.0399 | 4.8575 | 1.5472 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.8736 | 51.1628 | 54.5455 | 52.8736 | 51.1628 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.8393 | 5.462 | 1.7962 | 2.7094 | 4.6367 | 1.2893 |
Largest Winning Trade | 451946 | 451946 | 58300 | 17059777 | 17059777 | 5178431 |
Largest Losing Trade | -32575 | -32575 | -27171 | -3397876 | -3397876 | -3211678 |
Avg Bars in Trades | 52 | 62 | 42 | 52 | 62 | 42 |
Avg Bars in Winners | 71 | 83 | 59 | 71 | 83 | 59 |
Avg Bars in Losers | 31 | 41 | 21 | 31 | 41 | 21 |
Bars Traded | 4555 | 2698 | 1857 | 4555 | 2698 | 1857 |
Profit Streak | 62.8056 | 157.3056 | 62.8056 | 62.8056 | 157.3056 | 62.8056 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7152 | -69094 | -261667 | 562680 | 628708 | 231611 |
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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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