Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1665995.3708 | 1582519.3743 | 83475.9965 | 911153.3483 | 299058.9255 | 612094.4227 |
Total P&L (%) | 1665.9954 | 1582.5194 | 83.476 | 911.1533 | 299.0589 | 612.0944 |
Avg Daily Profit (%) | 0.8994 | 0.8544 | 0.0451 | 0.125 | 0.0747 | 0.106 |
Buy And Hold Return (%) | 71.1827 | 71.1827 | 71.1827 | 71.1827 | 71.1827 | 71.1827 |
Max Trade Drawdown | -178068 | -115535 | -99270 | -2022408 | -1667818 | -812649 |
Profit Factor | 3.3912 | 5.2011 | 1.2608 | 1.1323 | 1.0727 | 1.2209 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50.4673 | 48.1481 | 52.8302 | 50.4673 | 48.1481 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.3284 | 5.6011 | 1.1257 | 1.1113 | 1.1552 | 1.0901 |
Largest Winning Trade | 1452713 | 1452713 | 64685 | 1791743 | 1791743 | 399923 |
Largest Losing Trade | -51324 | -51324 | -41040 | -784735 | -784735 | -405427 |
Avg Bars in Trades | 65 | 53 | 78 | 65 | 53 | 78 |
Avg Bars in Winners | 74 | 52 | 95 | 74 | 52 | 95 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 7053 | 2903 | 4150 | 7053 | 2903 | 4150 |
Profit Streak | 8.3275 | 27.3275 | 8.3275 | 8.3275 | 27.3275 | 8.3275 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 778937 | -158607 | -423937 | -98820 | -415549 | -230421 |
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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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