Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383147.3667 | 1337149.7956 | 45997.5711 | 530480.7396 | 20016.409 | 510464.3306 |
Total P&L (%) | 1383.1474 | 1337.1498 | 45.9976 | 530.4807 | 20.0164 | 510.4643 |
Avg Daily Profit (%) | 0.7467 | 0.7219 | 0.0248 | 0.0995 | 0.0099 | 0.0977 |
Buy And Hold Return (%) | 72.3241 | 72.3241 | 72.3241 | 72.3241 | 72.3241 | 72.3241 |
Max Trade Drawdown | -114418 | -123915 | -82043 | -1513664 | -1462153 | -846653 |
Profit Factor | 2.8184 | 4.503 | 1.1214 | 1.084 | 1.0058 | 1.1763 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 45.0331 | 44.7368 | 45.3333 | 45.0331 | 44.7368 | 45.3333 |
Ratio Avg Win / Avg Loss | 3.4401 | 5.5626 | 1.3523 | 1.3231 | 1.2425 | 1.4184 |
Largest Winning Trade | 1246151 | 1246151 | 61525 | 666610 | 666610 | 654544 |
Largest Losing Trade | -41863 | -28465 | -41863 | -372292 | -372292 | -335776 |
Avg Bars in Trades | 35 | 26 | 44 | 35 | 26 | 44 |
Avg Bars in Winners | 49 | 32 | 66 | 49 | 32 | 66 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 5352 | 2017 | 3335 | 5352 | 2017 | 3335 |
Profit Streak | 34.8296 | 40.8296 | 34.8296 | 34.8296 | 40.8296 | 34.8296 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 662117 | -30311 | -470710 | -187653 | -609782 | -146964 |
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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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