Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252769.8835 | 1158258.1023 | 94511.7812 | 3378424.112 | 2278846.8417 | 1099577.2703 |
Total P&L (%) | 1252.7699 | 1158.2581 | 94.5118 | 3378.4241 | 2278.8468 | 1099.5773 |
Avg Daily Profit (%) | 0.5008 | 0.4631 | 0.0378 | 0.142 | 0.1268 | 0.0994 |
Buy And Hold Return (%) | 404.451 | 404.451 | 404.451 | 404.451 | 404.451 | 404.451 |
Max Trade Drawdown | -126578 | -72574 | -76641 | -12790649 | -8053576 | -6145930 |
Profit Factor | 3.7927 | 5.1401 | 1.5598 | 1.1324 | 1.1357 | 1.126 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 51.2195 | 46.3415 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.6121 | 5.9516 | 1.2207 | 1.0784 | 1.315 | 0.8812 |
Largest Winning Trade | 924890 | 924890 | 48598 | 7108328 | 7108328 | 2266879 |
Largest Losing Trade | -53309 | -26189 | -53309 | -5344210 | -3258470 | -5344210 |
Avg Bars in Trades | 88 | 127 | 49 | 88 | 127 | 49 |
Avg Bars in Winners | 117 | 176 | 69 | 117 | 176 | 69 |
Avg Bars in Losers | 57 | 84 | 23 | 57 | 84 | 23 |
Bars Traded | 7222 | 5210 | 2012 | 7222 | 5210 | 2012 |
Profit Streak | 160.043 | 174.043 | 160.043 | 160.043 | 174.043 | 160.043 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261250 | 523205 | -304740 | -85240 | -95951 | -145102 |
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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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