Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127178.623 | 1029597.2568 | 97581.3662 | 4819545.3598 | 1309232.9621 | 3510312.3977 |
Total P&L (%) | 1127.1786 | 1029.5973 | 97.5814 | 4819.5454 | 1309.233 | 3510.3124 |
Avg Daily Profit (%) | 0.5997 | 0.5478 | 0.0519 | 0.2075 | 0.1409 | 0.191 |
Buy And Hold Return (%) | 442.7542 | 442.7542 | 442.7542 | 442.7542 | 442.7542 | 442.7542 |
Max Trade Drawdown | -97221 | -68964 | -113668 | -3215469 | -3597609 | -1665680 |
Profit Factor | 2.2871 | 3.3665 | 1.2214 | 1.2908 | 1.1383 | 1.4941 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 36.0465 | 30.2326 | 41.8605 | 36.0465 | 30.2326 | 41.8605 |
Ratio Avg Win / Avg Loss | 4.0577 | 7.7688 | 1.6964 | 2.2901 | 2.6268 | 2.0752 |
Largest Winning Trade | 543005 | 543005 | 48010 | 4153091 | 4153091 | 1452060 |
Largest Losing Trade | -27830 | -27830 | -26413 | -1229179 | -899569 | -1229179 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3693 | 1684 | 2009 | 3693 | 1684 | 2009 |
Profit Streak | 31.822 | 42.322 | 31.822 | 31.822 | 42.322 | 31.822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325585 | 199653 | -291315 | 215675 | -82234 | 276148 |
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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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