Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826579.2855 | 663983.2116 | 162596.0739 | 9700337.7816 | 5740591.1008 | 3959746.6808 |
Total P&L (%) | 826.5793 | 663.9832 | 162.5961 | 9700.3378 | 5740.5911 | 3959.7467 |
Avg Daily Profit (%) | 0.3293 | 0.2645 | 0.0648 | 0.1828 | 0.1622 | 0.1477 |
Buy And Hold Return (%) | 180.7615 | 180.7615 | 180.7615 | 180.7615 | 180.7615 | 180.7615 |
Max Trade Drawdown | -91550 | -93736 | -36800 | -791348 | -791348 | -116306 |
Profit Factor | 2.7256 | 3.2747 | 1.869 | 4.7069 | 3.7196 | 8.8265 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 61.6 | 60.3175 | 62.9032 | 61.6 | 60.3175 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.6991 | 2.1544 | 1.1022 | 2.9342 | 2.4471 | 5.2054 |
Largest Winning Trade | 293546 | 293546 | 33330 | 2186771 | 2186771 | 970705 |
Largest Losing Trade | -44405 | -44405 | -28721 | -791348 | -791348 | -84062 |
Avg Bars in Trades | 78 | 103 | 54 | 78 | 103 | 54 |
Avg Bars in Winners | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Losers | 121 | 178 | 59 | 121 | 178 | 59 |
Bars Traded | 9869 | 6514 | 3355 | 9869 | 6514 | 3355 |
Profit Streak | 26.6463 | 26.6463 | 335.3963 | 26.6463 | 26.6463 | 335.3963 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557328 | -132464 | -420826 | 659599 | -130231 | -138034 |
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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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