Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429120.2995 | 1415638.7572 | 13481.5422 | 1124078.8817 | 960651.5889 | 163427.2928 |
Total P&L (%) | 1429.1203 | 1415.6388 | 13.4815 | 1124.0789 | 960.6516 | 163.4273 |
Avg Daily Profit (%) | 0.7837 | 0.7763 | 0.0074 | 0.1375 | 0.1296 | 0.0531 |
Buy And Hold Return (%) | 669.8238 | 669.8238 | 669.8238 | 669.8238 | 669.8238 | 669.8238 |
Max Trade Drawdown | -130319 | -128194 | -5636 | -2354861 | -2292115 | -66340 |
Profit Factor | 4.2352 | 4.3585 | 1.6666 | 1.2194 | 1.1934 | 2.0438 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 56.1798 | 47.7273 | 64.4444 | 56.1798 | 47.7273 | 64.4444 |
Ratio Avg Win / Avg Loss | 3.3035 | 4.7736 | 0.9195 | 0.9511 | 1.3071 | 1.1276 |
Largest Winning Trade | 887104 | 887104 | 3813 | 1093112 | 1093112 | 42354 |
Largest Losing Trade | -74932 | -74932 | -4082 | -1662360 | -1662360 | -60552 |
Avg Bars in Trades | 240 | 484 | 1 | 240 | 484 | 1 |
Avg Bars in Winners | 172 | 407 | 1 | 172 | 407 | 1 |
Avg Bars in Losers | 327 | 554 | 1 | 327 | 554 | 1 |
Bars Traded | 21378 | 21315 | 62 | 21378 | 21315 | 62 |
Profit Streak | 21.287 | 21.287 | 32.4536 | 21.287 | 21.287 | 32.4537 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603677 | 499727 | -344123 | -17719 | -58352 | -281298 |
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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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