Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703593.4348 | 1554758.5944 | 148834.8403 | 11094651.9928 | 1340439.0586 | 9754212.9342 |
Total P&L (%) | 1703.5934 | 1554.7586 | 148.8348 | 11094.652 | 1340.4391 | 9754.2129 |
Avg Daily Profit (%) | 0.9069 | 0.8277 | 0.0792 | 0.2515 | 0.1421 | 0.2447 |
Buy And Hold Return (%) | 469.7069 | 469.7069 | 469.7069 | 469.7069 | 469.7069 | 469.7069 |
Max Trade Drawdown | -100631 | -83803 | -52183 | -22526059 | -19399043 | -4845171 |
Profit Factor | 3.1397 | 3.9904 | 1.5388 | 1.1775 | 1.0297 | 1.5616 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 52.1429 | 48.5714 | 55.7143 | 52.1429 | 48.5714 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.8817 | 4.2251 | 1.2231 | 1.0807 | 1.0903 | 1.2413 |
Largest Winning Trade | 848583 | 848583 | 37145 | 17321179 | 17321179 | 5736385 |
Largest Losing Trade | -43395 | -35749 | -43395 | -6394116 | -6394116 | -2835005 |
Avg Bars in Trades | 51 | 71 | 32 | 51 | 71 | 32 |
Avg Bars in Winners | 63 | 92 | 38 | 63 | 92 | 38 |
Avg Bars in Losers | 39 | 51 | 24 | 39 | 51 | 24 |
Bars Traded | 7270 | 5013 | 2257 | 7270 | 5013 | 2257 |
Profit Streak | 65.3204 | 65.3204 | 86.8204 | 65.3204 | 65.3204 | 86.8204 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674556 | -77045 | -343878 | -14734 | -288466 | -82376 |
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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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