Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504846.3692 | 1422575.0267 | 82271.3425 | 5129367.1383 | 4165893.2914 | 963473.8469 |
Total P&L (%) | 1504.8464 | 1422.575 | 82.2713 | 5129.3671 | 4165.8933 | 963.4738 |
Avg Daily Profit (%) | 0.8303 | 0.7849 | 0.0454 | 0.2185 | 0.2073 | 0.1305 |
Buy And Hold Return (%) | 605.2788 | 605.2788 | 605.2788 | 605.2788 | 605.2788 | 605.2788 |
Max Trade Drawdown | -106990 | -63461 | -77846 | -4151503 | -1371145 | -2780358 |
Profit Factor | 3.8331 | 7.7037 | 1.2579 | 1.3832 | 1.7935 | 1.1184 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 36.9369 | 32.1429 | 41.8182 | 36.9369 | 32.1429 | 41.8182 |
Ratio Avg Win / Avg Loss | 6.5443 | 16.2633 | 1.7502 | 2.3616 | 3.7862 | 1.5561 |
Largest Winning Trade | 957602 | 957602 | 71233 | 2913004 | 1877724 | 2913004 |
Largest Losing Trade | -47359 | -45817 | -47359 | -814879 | -814879 | -722394 |
Avg Bars in Trades | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Winners | 56 | 40 | 68 | 56 | 40 | 68 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 3507 | 1231 | 2276 | 3507 | 1231 | 2276 |
Profit Streak | 8.073 | 8.073 | 16.573 | 8.073 | 8.073 | 16.573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461860 | -169314 | -479788 | 224831 | -174902 | -299770 |
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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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