Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481278.1939 | 1410669.813 | 70608.3809 | 3794857.3118 | 2645612.8553 | 1149244.4565 |
Total P&L (%) | 1481.2782 | 1410.6698 | 70.6084 | 3794.8573 | 2645.6129 | 1149.2445 |
Avg Daily Profit (%) | 0.8168 | 0.7779 | 0.0389 | 0.2021 | 0.1828 | 0.1393 |
Buy And Hold Return (%) | 641.3631 | 641.3631 | 641.3631 | 641.3631 | 641.3631 | 641.3631 |
Max Trade Drawdown | -136979 | -83132 | -84738 | -1509074 | -1340702 | -1017306 |
Profit Factor | 4.2507 | 6.3339 | 1.3693 | 1.5633 | 1.7188 | 1.376 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 32.3529 | 23.5294 | 41.1765 | 32.3529 | 23.5294 | 41.1765 |
Ratio Avg Win / Avg Loss | 8.8878 | 20.5852 | 1.9561 | 3.2687 | 5.5863 | 1.9657 |
Largest Winning Trade | 753505 | 753505 | 67013 | 2714209 | 2714209 | 1419329 |
Largest Losing Trade | -24559 | -24559 | -20089 | -780514 | -780514 | -758971 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 161 | 182 | 149 | 161 | 182 | 149 |
Avg Bars in Losers | 24 | 28 | 19 | 24 | 28 | 19 |
Bars Traded | 7007 | 3292 | 3715 | 7007 | 3292 | 3715 |
Profit Streak | 0 | 95.9894 | 0 | 0 | 95.9894 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324349 | -199724 | -488539 | 127683 | -206633 | -196710 |
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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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