Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1779244.2138 | 1655250.4961 | 123993.7177 | 3112615.5583 | -1003559.3277 | 4116174.8859 |
Total P&L (%) | 1779.2442 | 1655.2505 | 123.9937 | 3112.6156 | -1003.5593 | 4116.1749 |
Avg Daily Profit (%) | 0.9629 | 0.8958 | 0.0671 | 0.188 | 0 | 0.2027 |
Buy And Hold Return (%) | 74.6094 | 74.6094 | 74.6094 | 74.6094 | 74.6094 | 74.6094 |
Max Trade Drawdown | -67418 | -102056 | -37397 | -3514542 | -5866922 | -1865336 |
Profit Factor | 5.1388 | 7.8822 | 1.6547 | 1.1692 | 0.9096 | 1.5635 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 42.8571 | 41.0714 | 44.6429 | 42.8571 | 41.0714 | 44.6429 |
Ratio Avg Win / Avg Loss | 6.8517 | 11.3093 | 2.0519 | 1.5589 | 1.305 | 1.9387 |
Largest Winning Trade | 1513082 | 1513082 | 57699 | 3503687 | 3503687 | 2376870 |
Largest Losing Trade | -21562 | -21018 | -21562 | -1211378 | -1211378 | -1137859 |
Avg Bars in Trades | 63 | 54 | 71 | 63 | 54 | 71 |
Avg Bars in Winners | 103 | 83 | 120 | 103 | 83 | 120 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 7059 | 3047 | 4012 | 7059 | 3047 | 4012 |
Profit Streak | 30.0245 | 30.0245 | 35.2745 | 30.0245 | 30.0245 | 35.2745 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 710170 | -161210 | -290938 | -26877 | -762098 | -170730 |
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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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