Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209991.8969 | 1118937.288 | 91054.6089 | 1552981.1664 | 1058379.9952 | 494601.1712 |
Total P&L (%) | 1209.9919 | 1118.9373 | 91.0546 | 1552.9812 | 1058.38 | 494.6012 |
Avg Daily Profit (%) | 0.6525 | 0.6034 | 0.0491 | 0.1514 | 0.1322 | 0.0962 |
Buy And Hold Return (%) | 83.5356 | 83.5356 | 83.5356 | 83.5356 | 83.5356 | 83.5356 |
Max Trade Drawdown | -127641 | -106707 | -60695 | -5258086 | -4179260 | -2028041 |
Profit Factor | 3.3481 | 5.1998 | 1.3659 | 1.1226 | 1.1446 | 1.0925 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 2.9588 | 5.4598 | 1.0095 | 0.992 | 1.2018 | 0.8075 |
Largest Winning Trade | 978590 | 978590 | 64143 | 2405927 | 2405927 | 1070205 |
Largest Losing Trade | -38964 | -38964 | -37932 | -2523305 | -2523305 | -1128331 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 3540 | 1864 | 1676 | 3540 | 1864 | 1676 |
Profit Streak | 44.5279 | 44.5279 | 75.5279 | 44.5279 | 44.5279 | 75.5279 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 123004 | 703547 | -263071 | -94621 | -77546 | -184187 |
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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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