Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358265.5693 | 1248642.4548 | 109623.1145 | 8766632.0912 | 6401079.4732 | 2365552.6179 |
Total P&L (%) | 1358.2656 | 1248.6425 | 109.6231 | 8766.6321 | 6401.0795 | 2365.5526 |
Avg Daily Profit (%) | 0.7496 | 0.6891 | 0.0605 | 0.2478 | 0.2306 | 0.177 |
Buy And Hold Return (%) | 571.0595 | 571.0595 | 571.0595 | 571.0595 | 571.0595 | 571.0595 |
Max Trade Drawdown | -160271 | -89454 | -105419 | -1932765 | -711194 | -1552126 |
Profit Factor | 4.0653 | 7.2905 | 1.4482 | 2.5016 | 3.7902 | 1.6675 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 39.5349 | 34.8837 | 44.186 | 39.5349 | 34.8837 | 44.186 |
Ratio Avg Win / Avg Loss | 6.2176 | 13.609 | 1.8292 | 3.826 | 7.0749 | 2.1063 |
Largest Winning Trade | 589124 | 589124 | 72556 | 1847814 | 1847814 | 1589564 |
Largest Losing Trade | -40346 | -22536 | -40346 | -1115823 | -324872 | -1115823 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 116 | 124 | 110 | 116 | 124 | 110 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 5204 | 2447 | 2757 | 5204 | 2447 | 2757 |
Profit Streak | 14.4058 | 0 | 15.4058 | 14.4058 | 0 | 15.4058 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440326 | 333841 | -277447 | 358805 | 337671 | 261972 |
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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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