Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292933.2716 | 1209047.0533 | 83886.2183 | 3377953.6632 | 1698587.6934 | 1679365.9699 |
Total P&L (%) | 1292.9333 | 1209.0471 | 83.8862 | 3377.9537 | 1698.5877 | 1679.366 |
Avg Daily Profit (%) | 0.7128 | 0.6666 | 0.0462 | 0.1959 | 0.1594 | 0.1588 |
Buy And Hold Return (%) | 613.3051 | 613.3051 | 613.3051 | 613.3051 | 613.3051 | 613.3051 |
Max Trade Drawdown | -90500 | -98207 | -14935 | -3024540 | -2852877 | -461808 |
Profit Factor | 3.4817 | 3.9159 | 1.7888 | 1.2905 | 1.1672 | 2.1428 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 60.9524 | 55.7692 | 66.0377 | 60.9524 | 55.7692 | 66.0377 |
Ratio Avg Win / Avg Loss | 2.2304 | 3.1057 | 0.9199 | 0.8267 | 0.9257 | 1.102 |
Largest Winning Trade | 597229 | 597229 | 18013 | 3508927 | 3508927 | 349913 |
Largest Losing Trade | -68624 | -68624 | -14600 | -2491442 | -2491442 | -461808 |
Avg Bars in Trades | 97 | 187 | 8 | 97 | 187 | 8 |
Avg Bars in Winners | 71 | 145 | 9 | 71 | 145 | 9 |
Avg Bars in Losers | 138 | 240 | 7 | 138 | 240 | 7 |
Bars Traded | 10240 | 9765 | 475 | 10240 | 9765 | 475 |
Profit Streak | 55.7222 | 63.8889 | 55.7222 | 55.7222 | 63.8889 | 55.7222 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561365 | -166388 | -473442 | 289713 | -212238 | -169829 |
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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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