Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221510.8803 | 1205499.8534 | 16011.0269 | 721885.939 | 254000.8364 | 467885.1026 |
Total P&L (%) | 1221.5109 | 1205.4999 | 16.011 | 721.8859 | 254.0008 | 467.8851 |
Avg Daily Profit (%) | 0.6727 | 0.6639 | 0.0088 | 0.1161 | 0.0696 | 0.0957 |
Buy And Hold Return (%) | 536.5041 | 536.5041 | 536.5041 | 536.5041 | 536.5041 | 536.5041 |
Max Trade Drawdown | -145323 | -132027 | -18981 | -4589861 | -4437557 | -238574 |
Profit Factor | 3.5366 | 3.7345 | 1.3934 | 1.0852 | 1.0319 | 1.9221 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 38.4615 | 35.5556 | 41.3043 | 38.4615 | 35.5556 | 41.3043 |
Ratio Avg Win / Avg Loss | 5.6586 | 6.7687 | 1.98 | 1.7364 | 1.8703 | 2.7314 |
Largest Winning Trade | 737568 | 737568 | 13497 | 2143575 | 2143575 | 253479 |
Largest Losing Trade | -80932 | -80932 | -4152 | -3460949 | -3460949 | -98187 |
Avg Bars in Trades | 111 | 225 | 1 | 111 | 225 | 1 |
Avg Bars in Winners | 130 | 283 | 1 | 130 | 283 | 1 |
Avg Bars in Losers | 100 | 192 | 1 | 100 | 192 | 1 |
Bars Traded | 10181 | 10125 | 56 | 10181 | 10125 | 56 |
Profit Streak | 104.8707 | 0 | 136.7041 | 104.8707 | 0 | 136.7041 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362625 | 290723 | -347245 | -225259 | -455610 | -229806 |
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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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