Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2065495.3915 | 2019636.6418 | 45858.7497 | 1190675.1124 | 279772.8275 | 910902.285 |
Total P&L (%) | 2065.4954 | 2019.6366 | 45.8588 | 1190.6751 | 279.7728 | 910.9023 |
Avg Daily Profit (%) | 1.0987 | 1.0743 | 0.0244 | 0.1361 | 0.071 | 0.1231 |
Buy And Hold Return (%) | 329.5238 | 329.5238 | 329.5238 | 329.5238 | 329.5238 | 329.5238 |
Max Trade Drawdown | -179835 | -182163 | -37891 | -7258421 | -6943394 | -685883 |
Profit Factor | 4.2235 | 4.8256 | 1.4064 | 1.0889 | 1.0245 | 1.4657 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 56.044 | 46.6667 | 65.2174 | 56.044 | 46.6667 | 65.2174 |
Ratio Avg Win / Avg Loss | 3.3125 | 5.515 | 0.7501 | 0.8541 | 1.1708 | 0.7817 |
Largest Winning Trade | 1290704 | 1290704 | 12413 | 5714547 | 5714547 | 540831 |
Largest Losing Trade | -73159 | -73159 | -22881 | -2253136 | -2253136 | -685883 |
Avg Bars in Trades | 227 | 429 | 30 | 227 | 429 | 30 |
Avg Bars in Winners | 223 | 506 | 26 | 223 | 506 | 26 |
Avg Bars in Losers | 232 | 362 | 38 | 232 | 362 | 38 |
Bars Traded | 20725 | 19319 | 1406 | 20725 | 19319 | 1406 |
Profit Streak | 177.6142 | 177.6142 | 202.3642 | 177.6142 | 177.6142 | 202.3642 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 811622 | 714386 | -323969 | -135400 | -458162 | -29084 |
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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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