Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080072.2979 | 1018472.4741 | 61599.8238 | 3109726.1987 | 2090622.7041 | 1019103.4945 |
Total P&L (%) | 1080.0723 | 1018.4725 | 61.5998 | 3109.7262 | 2090.6227 | 1019.1035 |
Avg Daily Profit (%) | 0.5923 | 0.5585 | 0.0338 | 0.1904 | 0.1694 | 0.1325 |
Buy And Hold Return (%) | 817.0376 | 817.0376 | 817.0376 | 817.0376 | 817.0376 | 817.0376 |
Max Trade Drawdown | -105835 | -70784 | -108210 | -601558 | -497322 | -559691 |
Profit Factor | 2.5614 | 4.046 | 1.1724 | 1.6577 | 1.8897 | 1.4285 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 53.7037 | 48.1481 | 59.2593 | 53.7037 | 48.1481 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.2081 | 4.3572 | 0.806 | 1.4291 | 2.0351 | 0.9821 |
Largest Winning Trade | 468641 | 468641 | 76242 | 800818 | 790863 | 800818 |
Largest Losing Trade | -53558 | -53558 | -30683 | -292275 | -251175 | -292275 |
Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 6957 | 3267 | 3690 | 6957 | 3267 | 3690 |
Profit Streak | 25.3285 | 30.5785 | 25.3285 | 25.3285 | 30.5785 | 25.3285 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46993 | -83016 | -356064 | 357890 | -4277 | -115250 |
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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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