Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824927.5578 | 789860.0536 | 35067.5042 | 815949.9232 | 749269.9347 | 66679.9884 |
Total P&L (%) | 824.9276 | 789.8601 | 35.0675 | 815.9499 | 749.2699 | 66.68 |
Avg Daily Profit (%) | 0.3294 | 0.3154 | 0.014 | 0.0885 | 0.0855 | 0.0204 |
Buy And Hold Return (%) | 369.2351 | 369.2351 | 369.2351 | 369.2351 | 369.2351 | 369.2351 |
Max Trade Drawdown | -237093 | -139456 | -101108 | -7514117 | -6474887 | -2063401 |
Profit Factor | 2.0908 | 2.7399 | 1.116 | 1.0395 | 1.054 | 1.0098 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 51.6393 | 50.8197 | 52.459 | 51.6393 | 50.8197 | 52.459 |
Ratio Avg Win / Avg Loss | 1.958 | 2.6515 | 1.0114 | 0.9735 | 1.02 | 0.9152 |
Largest Winning Trade | 382418 | 382418 | 30413 | 4597174 | 4597174 | 1450689 |
Largest Losing Trade | -49341 | -49341 | -45905 | -3914944 | -3914944 | -1114365 |
Avg Bars in Trades | 39 | 56 | 23 | 39 | 56 | 23 |
Avg Bars in Winners | 50 | 74 | 27 | 50 | 74 | 27 |
Avg Bars in Losers | 27 | 36 | 18 | 27 | 36 | 18 |
Bars Traded | 4824 | 3419 | 1405 | 4824 | 3419 | 1405 |
Profit Streak | 83.6301 | 107.1301 | 83.6301 | 83.6301 | 107.1301 | 83.6301 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334398 | -152325 | -593373 | -257180 | -406903 | -703294 |
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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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