Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495607.9454 | 1410237.4166 | 85370.5288 | 1368596.8603 | 487938.4568 | 880658.4035 |
Total P&L (%) | 1495.6079 | 1410.2374 | 85.3705 | 1368.5969 | 487.9385 | 880.6584 |
Avg Daily Profit (%) | 0.8093 | 0.7631 | 0.0462 | 0.1455 | 0.0959 | 0.1236 |
Buy And Hold Return (%) | 81.9674 | 81.9674 | 81.9674 | 81.9674 | 81.9674 | 81.9674 |
Max Trade Drawdown | -88321 | -90510 | -45266 | -2626847 | -2296073 | -1071992 |
Profit Factor | 3.9123 | 6.7314 | 1.3191 | 1.1267 | 1.09 | 1.1637 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 44.3299 | 36.7347 | 52.0833 | 44.3299 | 36.7347 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.9131 | 11.5929 | 1.2136 | 1.415 | 1.8773 | 1.0706 |
Largest Winning Trade | 1311782 | 1311782 | 63993 | 1733254 | 1733254 | 957987 |
Largest Losing Trade | -30585 | -22559 | -30585 | -676996 | -524449 | -676996 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3543 | 1546 | 1997 | 3543 | 1546 | 1997 |
Profit Streak | 22.3505 | 22.3505 | 46.3505 | 22.3505 | 22.3505 | 46.3505 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693633 | 607130 | -282094 | -80396 | -190512 | -66218 |
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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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