Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2036379.7085 | 1929369.0974 | 107010.6111 | 5142940.6936 | 2794113.6001 | 2348827.0935 |
Total P&L (%) | 2036.3797 | 1929.3691 | 107.0106 | 5142.9407 | 2794.1136 | 2348.8271 |
Avg Daily Profit (%) | 0.903 | 0.8555 | 0.0475 | 0.1757 | 0.1493 | 0.1419 |
Buy And Hold Return (%) | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 |
Max Trade Drawdown | -180464 | -91101 | -141527 | -3741130 | -3098057 | -3853253 |
Profit Factor | 4.274 | 6.6587 | 1.3808 | 1.3383 | 1.3595 | 1.316 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 51.4286 | 45.7143 | 57.1429 | 51.4286 | 45.7143 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.0365 | 7.9072 | 1.0356 | 1.2639 | 1.6144 | 0.987 |
Largest Winning Trade | 1073047 | 1073047 | 55203 | 2934999 | 2934999 | 2618050 |
Largest Losing Trade | -56212 | -55019 | -56212 | -2769682 | -1475237 | -2769682 |
Avg Bars in Trades | 124 | 83 | 165 | 124 | 83 | 165 |
Avg Bars in Winners | 177 | 124 | 220 | 177 | 124 | 220 |
Avg Bars in Losers | 67 | 48 | 92 | 67 | 48 | 92 |
Bars Traded | 8695 | 2907 | 5788 | 8695 | 2907 | 5788 |
Profit Streak | 39.9727 | 39.9727 | 43.9727 | 39.9727 | 39.9727 | 43.9727 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77538 | 708409 | -293269 | -89179 | 257301 | -3313 |
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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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