Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853371.9299 | 763083.3497 | 90288.5802 | 3359143.8318 | 2068905.8517 | 1290237.9801 |
Total P&L (%) | 853.3719 | 763.0834 | 90.2886 | 3359.1438 | 2068.9059 | 1290.238 |
Avg Daily Profit (%) | 0.4682 | 0.4186 | 0.0495 | 0.1946 | 0.1689 | 0.1445 |
Buy And Hold Return (%) | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 |
Max Trade Drawdown | -74942 | -60189 | -69643 | -4079794 | -3317528 | -2365375 |
Profit Factor | 2.4583 | 3.4798 | 1.3254 | 1.272 | 1.3012 | 1.2354 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 34.2593 | 33.3333 | 35.1852 | 34.2593 | 33.3333 | 35.1852 |
Ratio Avg Win / Avg Loss | 4.7173 | 6.9597 | 2.4416 | 2.4408 | 2.6023 | 2.2757 |
Largest Winning Trade | 289734 | 289734 | 78154 | 3495697 | 3495697 | 1787339 |
Largest Losing Trade | -25241 | -24304 | -25241 | -1451213 | -1113660 | -1451213 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 132 | 140 | 125 | 132 | 140 | 125 |
Avg Bars in Losers | 30 | 21 | 39 | 30 | 21 | 39 |
Bars Traded | 7053 | 3310 | 3742 | 7053 | 3310 | 3742 |
Profit Streak | 9.2492 | 10.2492 | 0 | 9.2492 | 10.2492 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311454 | -171233 | -477282 | 138526 | -177182 | -185010 |
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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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