Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430889.3817 | 1296462.7088 | 134426.6729 | 10510561.275 | 1718401.1263 | 8792160.1487 |
Total P&L (%) | 1430.8894 | 1296.4627 | 134.4267 | 10510.5613 | 1718.4011 | 8792.1601 |
Avg Daily Profit (%) | 0.6316 | 0.5723 | 0.0593 | 0.2061 | 0.1281 | 0.1983 |
Buy And Hold Return (%) | 347.7707 | 347.7707 | 347.7707 | 347.7707 | 347.7707 | 347.7707 |
Max Trade Drawdown | -137374 | -77525 | -71278 | -2471516 | -3601665 | -2219484 |
Profit Factor | 3.4805 | 5.2122 | 1.4996 | 1.5228 | 1.1443 | 2.0731 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 54.4218 | 48.6486 | 60.274 | 54.4218 | 48.6486 | 60.274 |
Ratio Avg Win / Avg Loss | 2.9149 | 5.5018 | 0.9884 | 1.2753 | 1.2078 | 1.3664 |
Largest Winning Trade | 823429 | 823429 | 38546 | 3153608 | 2955704 | 3153608 |
Largest Losing Trade | -53469 | -53469 | -32358 | -2172216 | -1507744 | -2172216 |
Avg Bars in Trades | 83 | 65 | 101 | 83 | 65 | 101 |
Avg Bars in Winners | 106 | 92 | 117 | 106 | 92 | 117 |
Avg Bars in Losers | 56 | 40 | 76 | 56 | 40 | 76 |
Bars Traded | 12277 | 4871 | 7406 | 12277 | 4871 | 7406 |
Profit Streak | 44.7224 | 44.7224 | 45.8891 | 44.7224 | 44.7224 | 45.8891 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655674 | -47722 | -349623 | 413454 | -149232 | -58938 |
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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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