Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375780.1997 | 1321757.2583 | 54022.9414 | 574037.5354 | 482633.0773 | 91404.4581 |
Total P&L (%) | 1375.7802 | 1321.7573 | 54.0229 | 574.0375 | 482.6331 | 91.4045 |
Avg Daily Profit (%) | 0.7435 | 0.7143 | 0.0292 | 0.1032 | 0.0953 | 0.0351 |
Buy And Hold Return (%) | 29.7071 | 29.7071 | 29.7071 | 29.7071 | 29.7071 | 29.7071 |
Max Trade Drawdown | -130884 | -89150 | -90323 | -1230023 | -1010946 | -801705 |
Profit Factor | 3.4559 | 6.0177 | 1.182 | 1.1297 | 1.2253 | 1.04 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 35.8025 | 34.1463 | 37.5 | 35.8025 | 34.1463 | 37.5 |
Ratio Avg Win / Avg Loss | 6.1968 | 11.6057 | 1.9701 | 2.0256 | 2.3631 | 1.7333 |
Largest Winning Trade | 1243376 | 1243376 | 63519 | 1229340 | 1229340 | 610729 |
Largest Losing Trade | -48032 | -24428 | -48032 | -368666 | -281625 | -368666 |
Avg Bars in Trades | 63 | 51 | 75 | 63 | 51 | 75 |
Avg Bars in Winners | 104 | 86 | 121 | 104 | 86 | 121 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 5129 | 2113 | 3016 | 5129 | 2113 | 3016 |
Profit Streak | 128.9572 | 128.9572 | 139.6238 | 128.9572 | 128.9572 | 139.6238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1546 | 554394 | -185420 | -152432 | -70572 | -328728 |
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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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