Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445407.4304 | 1298001.3878 | 147406.0427 | 3288715.7654 | 1350321.6888 | 1938394.0766 |
Total P&L (%) | 1445.4074 | 1298.0014 | 147.406 | 3288.7158 | 1350.3217 | 1938.3941 |
Avg Daily Profit (%) | 0.7805 | 0.7009 | 0.0796 | 0.1904 | 0.1445 | 0.1629 |
Buy And Hold Return (%) | 60.1264 | 60.1264 | 60.1264 | 60.1264 | 60.1264 | 60.1264 |
Max Trade Drawdown | -181602 | -126067 | -70205 | -2733371 | -1857420 | -1180677 |
Profit Factor | 3.6568 | 6.41 | 1.4847 | 1.364 | 1.3394 | 1.3834 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 46.0177 | 45.614 | 46.4286 | 46.0177 | 45.614 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.2897 | 7.6426 | 1.7131 | 1.6001 | 1.5969 | 1.5962 |
Largest Winning Trade | 1168973 | 1168973 | 50838 | 1281418 | 1281418 | 751566 |
Largest Losing Trade | -25812 | -25812 | -25267 | -638945 | -423097 | -638945 |
Avg Bars in Trades | 93 | 73 | 114 | 93 | 73 | 114 |
Avg Bars in Winners | 123 | 99 | 147 | 123 | 99 | 147 |
Avg Bars in Losers | 68 | 50 | 86 | 68 | 50 | 86 |
Bars Traded | 10604 | 4172 | 6432 | 10604 | 4172 | 6432 |
Profit Streak | 44.7214 | 44.7214 | 46.3881 | 44.7214 | 44.7214 | 46.3881 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 721981 | -159925 | -268683 | 352355 | -179031 | -171030 |
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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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