Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281128.383 | 1230543.3615 | 50585.0214 | 1113745.7727 | 486130.6507 | 627615.1219 |
Total P&L (%) | 1281.1284 | 1230.5434 | 50.585 | 1113.7458 | 486.1307 | 627.6151 |
Avg Daily Profit (%) | 0.7124 | 0.6843 | 0.0281 | 0.1389 | 0.0984 | 0.1104 |
Buy And Hold Return (%) | 295.0613 | 295.0613 | 295.0613 | 295.0613 | 295.0613 | 295.0613 |
Max Trade Drawdown | -86001 | -109714 | -135140 | -921218 | -1136620 | -809681 |
Profit Factor | 3.2866 | 6.2125 | 1.156 | 1.2139 | 1.1892 | 1.2379 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 59.4937 | 57.5 | 61.5385 | 59.4937 | 57.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.2377 | 4.5918 | 0.7225 | 0.8265 | 0.879 | 0.7737 |
Largest Winning Trade | 1008963 | 1008963 | 65835 | 801599 | 801599 | 396391 |
Largest Losing Trade | -61077 | -28003 | -61077 | -776702 | -421354 | -776702 |
Avg Bars in Trades | 65 | 54 | 76 | 65 | 54 | 76 |
Avg Bars in Winners | 79 | 65 | 92 | 79 | 65 | 92 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 5199 | 2197 | 3002 | 5199 | 2197 | 3002 |
Profit Streak | 29.9302 | 59.5969 | 0 | 29.9302 | 59.5969 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12446 | 742035 | -370117 | -40939 | -82941 | -51652 |
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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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