Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392904.7816 | 1334782.89 | 58121.8917 | 2850861.8161 | 2819434.1303 | 31427.6858 |
Total P&L (%) | 1392.9048 | 1334.7829 | 58.1219 | 2850.8618 | 2819.4341 | 31.4277 |
Avg Daily Profit (%) | 0.7664 | 0.7344 | 0.032 | 0.1864 | 0.1858 | 0.015 |
Buy And Hold Return (%) | 612.47 | 612.47 | 612.47 | 612.47 | 612.47 | 612.47 |
Max Trade Drawdown | -130445 | -92718 | -69928 | -4086668 | -2942163 | -2403282 |
Profit Factor | 3.408 | 5.076 | 1.2316 | 1.1899 | 1.3193 | 1.0051 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 44.3478 | 38.5965 | 50 | 44.3478 | 38.5965 | 50 |
Ratio Avg Win / Avg Loss | 4.2768 | 8.0755 | 1.2316 | 1.4932 | 2.0989 | 1.0051 |
Largest Winning Trade | 745720 | 745720 | 76665 | 3749333 | 3749333 | 1539361 |
Largest Losing Trade | -36490 | -30867 | -36490 | -1236772 | -1236772 | -1004196 |
Avg Bars in Trades | 30 | 40 | 21 | 30 | 40 | 21 |
Avg Bars in Winners | 42 | 61 | 29 | 42 | 61 | 29 |
Avg Bars in Losers | 21 | 27 | 13 | 21 | 27 | 13 |
Bars Traded | 3540 | 2305 | 1235 | 3540 | 2305 | 1235 |
Profit Streak | 61.2783 | 82.7783 | 61.2783 | 61.2783 | 82.7783 | 61.2783 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483062 | -168639 | -495497 | -6321 | -175858 | -732690 |
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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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