Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135237.5268 | 1091650.6695 | 43586.8572 | 1564573.2636 | 661885.5376 | 902687.726 |
Total P&L (%) | 1135.2375 | 1091.6507 | 43.5869 | 1564.5733 | 661.8855 | 902.6877 |
Avg Daily Profit (%) | 0.6267 | 0.6026 | 0.0241 | 0.1554 | 0.1122 | 0.1273 |
Buy And Hold Return (%) | 589.2886 | 589.2886 | 589.2886 | 589.2886 | 589.2886 | 589.2886 |
Max Trade Drawdown | -149038 | -106611 | -113131 | -6942174 | -6088132 | -4332918 |
Profit Factor | 3.0925 | 4.2581 | 1.2101 | 1.0781 | 1.051 | 1.1279 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 41.6667 | 30.9524 | 52.381 | 41.6667 | 30.9524 | 52.381 |
Ratio Avg Win / Avg Loss | 4.3296 | 9.4989 | 1.1001 | 1.5093 | 2.3444 | 1.0254 |
Largest Winning Trade | 533974 | 533974 | 65759 | 4648718 | 4648718 | 3138535 |
Largest Losing Trade | -45770 | -45770 | -28786 | -2204082 | -2204082 | -1740343 |
Avg Bars in Trades | 82 | 113 | 52 | 82 | 113 | 52 |
Avg Bars in Winners | 108 | 190 | 60 | 108 | 190 | 60 |
Avg Bars in Losers | 63 | 78 | 43 | 63 | 78 | 43 |
Bars Traded | 6938 | 4751 | 2187 | 6938 | 4751 | 2187 |
Profit Streak | 82.0832 | 82.0832 | 104.5832 | 82.0832 | 82.0832 | 104.5832 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311605 | 160404 | -325222 | -130879 | -340063 | -110666 |
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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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