Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1943405.1305 | 1838139.2842 | 105265.8463 | 2800809.1732 | 1035675.1988 | 1765133.9743 |
Total P&L (%) | 1943.4051 | 1838.1393 | 105.2658 | 2800.8092 | 1035.6752 | 1765.134 |
Avg Daily Profit (%) | 0.8398 | 0.7944 | 0.0455 | 0.1456 | 0.1051 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116963 | -105989 | -119458 | -1182675 | -1813419 | -459838 |
Profit Factor | 4.0688 | 6.2674 | 1.3702 | 1.4635 | 1.2573 | 1.8749 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 41.1765 | 37.2093 | 45.2381 | 41.1765 | 37.2093 | 45.2381 |
Ratio Avg Win / Avg Loss | 5.8125 | 10.5763 | 1.6587 | 2.0907 | 2.1217 | 2.2696 |
Largest Winning Trade | 1454975 | 1454975 | 80847 | 1780836 | 1780836 | 1056464 |
Largest Losing Trade | -43099 | -39761 | -43099 | -838853 | -838853 | -274098 |
Avg Bars in Trades | 100 | 86 | 115 | 100 | 86 | 115 |
Avg Bars in Winners | 173 | 157 | 186 | 173 | 157 | 186 |
Avg Bars in Losers | 50 | 44 | 57 | 50 | 44 | 57 |
Bars Traded | 8582 | 3735 | 4847 | 8582 | 3735 | 4847 |
Profit Streak | 34.7102 | 42.2102 | 34.7102 | 34.7102 | 42.2102 | 34.7102 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671159 | 653258 | -131343 | 83392 | -54875 | -20948 |
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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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