Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343241.6086 | 1214413.7546 | 128827.8541 | 4384934.5922 | 3610266.1681 | 774668.4241 |
Total P&L (%) | 1343.2416 | 1214.4138 | 128.8279 | 4384.9346 | 3610.2662 | 774.6684 |
Avg Daily Profit (%) | 0.6129 | 0.5541 | 0.0588 | 0.1737 | 0.165 | 0.099 |
Buy And Hold Return (%) | 509.8347 | 509.8347 | 509.8347 | 509.8347 | 509.8347 | 509.8347 |
Max Trade Drawdown | -112678 | -65278 | -113885 | -962496 | -761853 | -868066 |
Profit Factor | 3.7472 | 6.4584 | 1.4835 | 2.2038 | 2.9016 | 1.4442 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 53.1646 | 46.1538 | 60 | 53.1646 | 46.1538 | 60 |
Ratio Avg Win / Avg Loss | 3.3011 | 7.5347 | 0.989 | 1.9415 | 3.3852 | 0.9628 |
Largest Winning Trade | 431648 | 431648 | 60629 | 2111430 | 2111430 | 278238 |
Largest Losing Trade | -92201 | -40843 | -92201 | -759997 | -423845 | -759997 |
Avg Bars in Trades | 161 | 156 | 166 | 161 | 156 | 166 |
Avg Bars in Winners | 216 | 230 | 205 | 216 | 230 | 205 |
Avg Bars in Losers | 99 | 92 | 107 | 99 | 92 | 107 |
Bars Traded | 12760 | 6100 | 6660 | 12760 | 6100 | 6660 |
Profit Streak | 193.2289 | 193.2289 | 318.8956 | 193.2289 | 193.2289 | 318.8956 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14448 | 530991 | -277959 | -17448 | 460026 | -68472 |
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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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