Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369013.3094 | 1227446.1785 | 141567.1309 | 4227120.031 | -1943478.4831 | 6170598.5141 |
Total P&L (%) | 1369.0133 | 1227.4462 | 141.5671 | 4227.12 | -1943.4785 | 6170.5985 |
Avg Daily Profit (%) | 0.7391 | 0.6627 | 0.0764 | 0.2036 | 0 | 0.2237 |
Buy And Hold Return (%) | 79.7585 | 79.7585 | 79.7585 | 79.7585 | 79.7585 | 79.7585 |
Max Trade Drawdown | -100271 | -102343 | -49639 | -7848981 | -8735064 | -3981451 |
Profit Factor | 3.4716 | 5.048 | 1.5648 | 1.1101 | 0.9144 | 1.3934 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 44.6809 | 47.8873 | 41.4286 | 44.6809 | 47.8873 | 41.4286 |
Ratio Avg Win / Avg Loss | 4.2982 | 5.4935 | 2.2122 | 1.3744 | 0.995 | 1.9699 |
Largest Winning Trade | 1032496 | 1032496 | 62049 | 4101984 | 3076135 | 4101984 |
Largest Losing Trade | -26967 | -26702 | -26967 | -2809069 | -2237077 | -2809069 |
Avg Bars in Trades | 36 | 27 | 46 | 36 | 27 | 46 |
Avg Bars in Winners | 55 | 35 | 79 | 55 | 35 | 79 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 5215 | 1964 | 3251 | 5215 | 1964 | 3251 |
Profit Streak | 31.1629 | 31.1629 | 37.8296 | 31.1629 | 31.1629 | 37.8296 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669237 | -67139 | -193282 | -92010 | -667739 | -86796 |
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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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