Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1764959.0473 | 1598839.4895 | 166119.5579 | 9623684.1044 | -1904031.1016 | 11527715.206 |
Total P&L (%) | 1764.959 | 1598.8395 | 166.1196 | 9623.6841 | -1904.0311 | 11527.7152 |
Avg Daily Profit (%) | 0.9805 | 0.8882 | 0.0923 | 0.2546 | 0 | 0.2646 |
Buy And Hold Return (%) | 251.4302 | 251.4302 | 251.4302 | 251.4302 | 251.4302 | 251.4302 |
Max Trade Drawdown | -71334 | -73528 | -77766 | -5464847 | -6882573 | -2619395 |
Profit Factor | 4.0517 | 5.9009 | 1.6589 | 1.2601 | 0.9225 | 1.9284 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 53.9007 | 47.1429 | 60.5634 | 53.9007 | 47.1429 | 60.5634 |
Ratio Avg Win / Avg Loss | 3.4653 | 6.6162 | 1.0802 | 1.0777 | 1.0344 | 1.2557 |
Largest Winning Trade | 962079 | 962079 | 57724 | 3871845 | 3097647 | 3871845 |
Largest Losing Trade | -67722 | -34219 | -67722 | -2750710 | -2750710 | -1516259 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 31 | 36 | 28 | 31 | 36 | 28 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 3451 | 1853 | 1598 | 3451 | 1853 | 1598 |
Profit Streak | 3.9465 | 13.4465 | 3.9465 | 3.9465 | 13.4465 | 3.9465 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 783703 | -73417 | -318804 | 348910 | -673799 | -74162 |
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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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