Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813557.9618 | 1703026.422 | 110531.5397 | 2623962.9036 | 224225.3718 | 2399737.5318 |
Total P&L (%) | 1813.558 | 1703.0264 | 110.5315 | 2623.9629 | 224.2254 | 2399.7375 |
Avg Daily Profit (%) | 0.9782 | 0.9186 | 0.0596 | 0.1784 | 0.0635 | 0.1738 |
Buy And Hold Return (%) | 38.4403 | 38.4403 | 38.4403 | 38.4403 | 38.4403 | 38.4403 |
Max Trade Drawdown | -95479 | -91186 | -78466 | -4788744 | -5260477 | -3702325 |
Profit Factor | 4.4015 | 7.8252 | 1.3897 | 1.1226 | 1.0212 | 1.2213 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 51.0638 | 46.4789 | 55.7143 | 51.0638 | 46.4789 | 55.7143 |
Ratio Avg Win / Avg Loss | 4.2181 | 9.0108 | 1.1046 | 1.0758 | 1.1759 | 0.9708 |
Largest Winning Trade | 1576188 | 1576188 | 66807 | 2437631 | 2437631 | 2209858 |
Largest Losing Trade | -52906 | -29672 | -52906 | -2906800 | -1807517 | -2906800 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Losers | 28 | 25 | 33 | 28 | 25 | 33 |
Bars Traded | 7057 | 3201 | 3856 | 7057 | 3201 | 3856 |
Profit Streak | 27.6858 | 27.6858 | 31.1858 | 27.6858 | 27.6858 | 31.1858 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 799175 | -65989 | -208804 | -76340 | -393940 | -87149 |
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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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