Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588195.4712 | 1492130.5594 | 96064.9118 | 5930707.9068 | 1689752.9153 | 4240954.9915 |
Total P&L (%) | 1588.1955 | 1492.1306 | 96.0649 | 5930.7079 | 1689.7529 | 4240.955 |
Avg Daily Profit (%) | 0.8504 | 0.799 | 0.0514 | 0.2198 | 0.1546 | 0.2021 |
Buy And Hold Return (%) | 704.3466 | 704.3466 | 704.3466 | 704.3466 | 704.3466 | 704.3466 |
Max Trade Drawdown | -90145 | -99322 | -117331 | -6550322 | -6234742 | -1510651 |
Profit Factor | 3.2537 | 5.0651 | 1.2845 | 1.3461 | 1.1536 | 1.6918 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 36.6972 | 29.0909 | 44.4444 | 36.6972 | 29.0909 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.6127 | 12.3463 | 1.6056 | 2.3221 | 2.8118 | 2.1147 |
Largest Winning Trade | 706444 | 706444 | 57946 | 5694057 | 5694057 | 1705246 |
Largest Losing Trade | -51062 | -50660 | -51062 | -2123090 | -2123090 | -704083 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 54 | 58 | 52 | 54 | 58 | 52 |
Avg Bars in Losers | 19 | 25 | 11 | 19 | 25 | 11 |
Bars Traded | 3558 | 1953 | 1604 | 3558 | 1953 | 1604 |
Profit Streak | 25.2585 | 26.7585 | 0 | 25.2585 | 26.7585 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356358 | -176675 | -470835 | 192337 | -238666 | -171329 |
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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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