Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222535.102 | 1115868.6911 | 106666.411 | 2158278.4626 | 716652.747 | 1441625.7156 |
Total P&L (%) | 1222.5351 | 1115.8687 | 106.6664 | 2158.2785 | 716.6527 | 1441.6257 |
Avg Daily Profit (%) | 0.658 | 0.6006 | 0.0574 | 0.1679 | 0.1131 | 0.1473 |
Buy And Hold Return (%) | 71.4792 | 71.4792 | 71.4792 | 71.4792 | 71.4792 | 71.4792 |
Max Trade Drawdown | -75720 | -71651 | -56551 | -1697181 | -1460810 | -1100492 |
Profit Factor | 3.9739 | 6.8332 | 1.4853 | 1.2825 | 1.2058 | 1.3467 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 55.1724 | 50 | 60.4651 | 55.1724 | 50 | 60.4651 |
Ratio Avg Win / Avg Loss | 3.2288 | 6.8332 | 0.9712 | 1.042 | 1.2058 | 0.8806 |
Largest Winning Trade | 921085 | 921085 | 61584 | 1244014 | 1244014 | 1202853 |
Largest Losing Trade | -42033 | -32054 | -42033 | -1100492 | -648954 | -1100492 |
Avg Bars in Trades | 121 | 102 | 141 | 121 | 102 | 141 |
Avg Bars in Winners | 154 | 124 | 179 | 154 | 124 | 179 |
Avg Bars in Losers | 80 | 80 | 82 | 80 | 80 | 82 |
Bars Traded | 10572 | 4503 | 6069 | 10572 | 4503 | 6069 |
Profit Streak | 40.817 | 40.817 | 74.317 | 40.817 | 40.817 | 74.317 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 751857 | 741497 | -126964 | 346700 | -41486 | 184640 |
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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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