Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765650.6931 | 678312.9376 | 87337.7555 | 1718601.959 | 1208118.4864 | 510483.4725 |
Total P&L (%) | 765.6507 | 678.3129 | 87.3378 | 1718.602 | 1208.1185 | 510.4835 |
Avg Daily Profit (%) | 0.6184 | 0.5478 | 0.0705 | 0.2345 | 0.2079 | 0.1462 |
Buy And Hold Return (%) | 29.1787 | 29.1787 | 29.1787 | 29.1787 | 29.1787 | 29.1787 |
Max Trade Drawdown | -136520 | -86672 | -69403 | -9136032 | -5608280 | -4109899 |
Profit Factor | 2.9832 | 4.7028 | 1.4305 | 1.1022 | 1.1415 | 1.0616 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 67.6056 | 69.4444 | 65.7143 | 67.6056 | 69.4444 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.4295 | 2.0692 | 0.7463 | 0.5281 | 0.5023 | 0.5539 |
Largest Winning Trade | 488622 | 488622 | 48264 | 2359899 | 1125436 | 2359899 |
Largest Losing Trade | -44430 | -43164 | -44430 | -2792927 | -2792927 | -1805662 |
Avg Bars in Trades | 97 | 111 | 82 | 97 | 111 | 82 |
Avg Bars in Winners | 101 | 120 | 80 | 101 | 120 | 80 |
Avg Bars in Losers | 88 | 91 | 85 | 88 | 91 | 85 |
Bars Traded | 6905 | 4026 | 2879 | 6905 | 4026 | 2879 |
Profit Streak | 41.1342 | 93.1342 | 0 | 41.1342 | 93.1342 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71968 | 794356 | -100630 | -189657 | -54965 | -149826 |
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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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