Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409193.1022 | 1439898.7154 | -30705.6131 | 151089.8749 | 85545.2008 | 65544.674 |
Total P&L (%) | 1409.1931 | 1439.8987 | -30.7056 | 151.0899 | 85.5452 | 65.5447 |
Avg Daily Profit (%) | 0.7483 | 0.7646 | -0.0163 | 0.0489 | 0.0328 | 0.0268 |
Buy And Hold Return (%) | 302.2108 | 302.2108 | 302.2108 | 302.2108 | 302.2108 | 302.2108 |
Max Trade Drawdown | -161946 | -155417 | -98942 | -3230923 | -2674273 | -1129021 |
Profit Factor | 2.8747 | 4.7791 | 0.9172 | 1.018 | 1.0203 | 1.0156 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 49.2424 | 43.9394 | 54.5455 | 49.2424 | 43.9394 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9632 | 6.0974 | 0.7643 | 1.0493 | 1.3017 | 0.8464 |
Largest Winning Trade | 1197717 | 1197717 | 57020 | 2039141 | 2039141 | 1046079 |
Largest Losing Trade | -39073 | -34779 | -39073 | -844394 | -844394 | -595956 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 56 | 47 | 63 | 56 | 47 | 63 |
Avg Bars in Losers | 52 | 48 | 58 | 52 | 48 | 58 |
Bars Traded | 7215 | 3165 | 4050 | 7215 | 3165 | 4050 |
Profit Streak | 26.6319 | 45.8819 | 26.6319 | 26.6319 | 45.8819 | 26.6319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635421 | -107304 | -703827 | -493074 | -639293 | -650920 |
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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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