Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773057.0522 | 612077.6692 | 160979.3831 | 5952393.1772 | 2321671.4748 | 3630721.7025 |
Total P&L (%) | 773.0571 | 612.0777 | 160.9794 | 5952.3932 | 2321.6715 | 3630.7217 |
Avg Daily Profit (%) | 0.6227 | 0.493 | 0.1297 | 0.331 | 0.257 | 0.2919 |
Buy And Hold Return (%) | 87.9739 | 87.9739 | 87.9739 | 87.9739 | 87.9739 | 87.9739 |
Max Trade Drawdown | -62769 | -58496 | -52865 | -5934665 | -5344749 | -3288357 |
Profit Factor | 2.7046 | 3.6559 | 1.7217 | 1.3805 | 1.2524 | 1.5635 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 69.1489 | 68.0851 | 70.2128 | 69.1489 | 68.0851 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.2067 | 1.7137 | 0.7304 | 0.6159 | 0.5871 | 0.6633 |
Largest Winning Trade | 367496 | 367496 | 29057 | 1429776 | 1429776 | 1172079 |
Largest Losing Trade | -51941 | -51941 | -30889 | -5344749 | -5344749 | -1761411 |
Avg Bars in Trades | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 80 | 113 | 45 | 80 | 113 | 45 |
Bars Traded | 4719 | 2876 | 1842 | 4719 | 2876 | 1842 |
Profit Streak | 16.6172 | 16.6172 | 47.8672 | 16.6172 | 16.6172 | 47.8672 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 726860 | 731590 | -23767 | 452099 | 347410 | 451482 |
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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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