Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190804.9261 | 1095753.6405 | 95051.2857 | 5824500.5336 | 4406302.9729 | 1418197.5606 |
Total P&L (%) | 1190.8049 | 1095.7536 | 95.0513 | 5824.5005 | 4406.303 | 1418.1976 |
Avg Daily Profit (%) | 0.6541 | 0.6019 | 0.0522 | 0.2245 | 0.2094 | 0.1495 |
Buy And Hold Return (%) | 693.534 | 693.534 | 693.534 | 693.534 | 693.534 | 693.534 |
Max Trade Drawdown | -118581 | -89159 | -92722 | -1621585 | -974391 | -1511266 |
Profit Factor | 2.8348 | 4.3399 | 1.2962 | 1.5805 | 1.9047 | 1.2747 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 52.5641 | 50 | 55.1282 | 52.5641 | 50 | 55.1282 |
Ratio Avg Win / Avg Loss | 2.5583 | 4.3399 | 1.055 | 1.4263 | 1.9047 | 1.0376 |
Largest Winning Trade | 520041 | 520041 | 73550 | 1729227 | 1729227 | 1693139 |
Largest Losing Trade | -53558 | -53558 | -35884 | -666842 | -627074 | -666842 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 6958 | 3233 | 3725 | 6958 | 3233 | 3725 |
Profit Streak | 19.235 | 0 | 22.735 | 19.235 | 0 | 22.735 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369481 | -25363 | -322153 | 423126 | -23154 | -32926 |
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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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