Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859429.4599 | 776500.0292 | 82929.4307 | 3137767.4639 | 1909701.3642 | 1228066.0996 |
Total P&L (%) | 859.4295 | 776.5 | 82.9294 | 3137.7675 | 1909.7014 | 1228.0661 |
Avg Daily Profit (%) | 0.4573 | 0.4132 | 0.0441 | 0.1852 | 0.1598 | 0.1377 |
Buy And Hold Return (%) | 169.714 | 169.714 | 169.714 | 169.714 | 169.714 | 169.714 |
Max Trade Drawdown | -93220 | -62362 | -103870 | -1747000 | -1631343 | -1004714 |
Profit Factor | 2.3633 | 3.5455 | 1.2549 | 1.3482 | 1.3833 | 1.3048 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 36.1538 | 35.3846 | 36.9231 | 36.1538 | 35.3846 | 36.9231 |
Ratio Avg Win / Avg Loss | 4.1735 | 6.4744 | 2.1438 | 2.3809 | 2.5259 | 2.2291 |
Largest Winning Trade | 306540 | 306540 | 64420 | 1924196 | 1924196 | 1006889 |
Largest Losing Trade | -24923 | -18100 | -24923 | -567606 | -551848 | -567606 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 79 | 64 | 94 | 79 | 64 | 94 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5530 | 2360 | 3170 | 5530 | 2360 | 3170 |
Profit Streak | 43.5696 | 43.5696 | 84.2363 | 43.5696 | 43.5696 | 84.2363 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338214 | -122211 | -434910 | 192532 | -127690 | -143629 |
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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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