Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880286.6857 | 752447.8916 | 127838.7941 | 4514355.5767 | 2886714.9304 | 1627640.6462 |
Total P&L (%) | 880.2867 | 752.4479 | 127.8388 | 4514.3556 | 2886.7149 | 1627.6406 |
Avg Daily Profit (%) | 0.352 | 0.3008 | 0.0511 | 0.1533 | 0.1359 | 0.114 |
Buy And Hold Return (%) | 263.0092 | 263.0092 | 263.0092 | 263.0092 | 263.0092 | 263.0092 |
Max Trade Drawdown | -121143 | -111479 | -33307 | -1195207 | -1195207 | -239864 |
Profit Factor | 3.2084 | 3.4446 | 2.4076 | 2.6344 | 2.1998 | 5.5717 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 61.6438 | 55.5556 | 67.5676 | 61.6438 | 55.5556 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.9963 | 2.7557 | 1.1557 | 1.6392 | 1.7598 | 2.6744 |
Largest Winning Trade | 434924 | 434924 | 28959 | 2342335 | 2342335 | 692389 |
Largest Losing Trade | -46498 | -46498 | -14632 | -1195207 | -1195207 | -105566 |
Avg Bars in Trades | 191 | 357 | 29 | 191 | 357 | 29 |
Avg Bars in Winners | 100 | 186 | 31 | 100 | 186 | 31 |
Avg Bars in Losers | 336 | 571 | 23 | 336 | 571 | 23 |
Bars Traded | 13957 | 12875 | 1082 | 13957 | 12875 | 1082 |
Profit Streak | 161.332 | 161.332 | 375.6653 | 161.332 | 161.332 | 375.6653 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60471 | 487766 | -283037 | -60473 | -5709 | -28814 |
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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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