Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768876.0541 | 686945.9311 | 81930.123 | 3489461.5822 | 1403182.8769 | 2086278.7053 |
Total P&L (%) | 768.8761 | 686.9459 | 81.9301 | 3489.4616 | 1403.1829 | 2086.2787 |
Avg Daily Profit (%) | 0.3407 | 0.3044 | 0.0363 | 0.1588 | 0.1202 | 0.1368 |
Buy And Hold Return (%) | 319.2308 | 319.2308 | 319.2308 | 319.2308 | 319.2308 | 319.2308 |
Max Trade Drawdown | -193513 | -56116 | -255663 | -1029863 | -1215887 | -524494 |
Profit Factor | 1.9556 | 3.3962 | 1.1582 | 1.6947 | 1.4513 | 2.0899 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Profitability (%) | 56.4626 | 62.1622 | 50.6849 | 56.4626 | 62.1622 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.5079 | 2.0672 | 1.1269 | 1.3067 | 0.8834 | 2.0334 |
Largest Winning Trade | 114238 | 114238 | 58198 | 1030907 | 1015451 | 1030907 |
Largest Losing Trade | -67879 | -35983 | -67879 | -703356 | -703356 | -313899 |
Avg Bars in Trades | 43 | 26 | 61 | 43 | 26 | 61 |
Avg Bars in Winners | 49 | 23 | 81 | 49 | 23 | 81 |
Avg Bars in Losers | 36 | 30 | 40 | 36 | 30 | 40 |
Bars Traded | 6391 | 1930 | 4461 | 6391 | 1930 | 4461 |
Profit Streak | 51.6729 | 51.6729 | 314.3396 | 51.6729 | 51.6729 | 314.3396 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396149 | -52213 | -427145 | 432003 | -96456 | -76779 |
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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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