Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656637.6835 | 1561901.4654 | 94736.2181 | 2341388.7797 | 1862142.2482 | 479246.5315 |
Total P&L (%) | 1656.6377 | 1561.9015 | 94.7362 | 2341.3888 | 1862.1422 | 479.2465 |
Avg Daily Profit (%) | 0.8806 | 0.8303 | 0.0504 | 0.17 | 0.1584 | 0.0934 |
Buy And Hold Return (%) | 250.2894 | 250.2894 | 250.2894 | 250.2894 | 250.2894 | 250.2894 |
Max Trade Drawdown | -151474 | -146026 | -107185 | -3234856 | -2225488 | -1674003 |
Profit Factor | 4.3317 | 5.9142 | 1.5281 | 1.2976 | 1.3686 | 1.1702 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.4555 | 7.0231 | 1.3672 | 1.3347 | 1.6252 | 1.047 |
Largest Winning Trade | 1183359 | 1183359 | 51530 | 2430441 | 2430441 | 642559 |
Largest Losing Trade | -45610 | -41299 | -45610 | -1188268 | -1159628 | -1188268 |
Avg Bars in Trades | 151 | 239 | 65 | 151 | 239 | 65 |
Avg Bars in Winners | 181 | 306 | 75 | 181 | 306 | 75 |
Avg Bars in Losers | 122 | 183 | 55 | 122 | 183 | 55 |
Bars Traded | 10763 | 8391 | 2372 | 10763 | 8391 | 2372 |
Profit Streak | 186.6037 | 194.437 | 186.6037 | 186.6037 | 194.437 | 186.6037 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69879 | 750043 | -288629 | -82316 | 323261 | -107695 |
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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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