Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968669.1153 | 886046.6797 | 82622.4356 | 2318711.1259 | 1279066.3903 | 1039644.7357 |
Total P&L (%) | 968.6691 | 886.0467 | 82.6224 | 2318.7111 | 1279.0664 | 1039.6447 |
Avg Daily Profit (%) | 0.465 | 0.4253 | 0.0397 | 0.153 | 0.126 | 0.1169 |
Buy And Hold Return (%) | 81.0954 | 81.0954 | 81.0954 | 81.0954 | 81.0954 | 81.0954 |
Max Trade Drawdown | -89492 | -78037 | -139172 | -5109301 | -4056496 | -2701670 |
Profit Factor | 2.021 | 3.0431 | 1.1604 | 1.1116 | 1.1255 | 1.0982 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 40.5229 | 38.1579 | 42.8571 | 40.5229 | 38.1579 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9663 | 4.9319 | 1.5472 | 1.6316 | 1.8241 | 1.4643 |
Largest Winning Trade | 429700 | 429700 | 84535 | 2297136 | 2297136 | 1979193 |
Largest Losing Trade | -36133 | -25247 | -36133 | -2347049 | -1022354 | -2347049 |
Avg Bars in Trades | 161 | 141 | 180 | 161 | 141 | 180 |
Avg Bars in Winners | 264 | 233 | 291 | 264 | 233 | 291 |
Avg Bars in Losers | 90 | 84 | 96 | 90 | 84 | 96 |
Bars Traded | 24635 | 10745 | 13890 | 24635 | 10745 | 13890 |
Profit Streak | 15.1435 | 0 | 23.9769 | 15.1435 | 0 | 23.9769 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426398 | -38286 | -387001 | -91291 | -159760 | -193211 |
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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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