Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143369.9265 | 1082023.5562 | 61346.3703 | 2376194.9135 | 2290342.4937 | 85852.4197 |
Total P&L (%) | 1143.3699 | 1082.0236 | 61.3464 | 2376.1949 | 2290.3425 | 85.8524 |
Avg Daily Profit (%) | 0.5192 | 0.4914 | 0.0279 | 0.1459 | 0.1442 | 0.0282 |
Buy And Hold Return (%) | 561.6627 | 561.6627 | 561.6627 | 561.6627 | 561.6627 | 561.6627 |
Max Trade Drawdown | -103441 | -106940 | -82405 | -1222420 | -1120704 | -826725 |
Profit Factor | 3.0597 | 4.9214 | 1.2197 | 1.4524 | 1.8069 | 1.0356 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 42.8571 | 39.2857 | 46.4286 | 42.8571 | 39.2857 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.0796 | 7.6058 | 1.4074 | 1.9366 | 2.7925 | 1.1949 |
Largest Winning Trade | 444993 | 444993 | 67418 | 2090939 | 2090939 | 513809 |
Largest Losing Trade | -75529 | -25862 | -75529 | -476889 | -392065 | -476889 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 88 | 78 | 97 | 88 | 78 | 97 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 6447 | 2832 | 3615 | 6447 | 2832 | 3615 |
Profit Streak | 40.7625 | 40.7625 | 42.0959 | 40.7625 | 40.7625 | 42.0959 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320631 | -172786 | -502302 | 40804 | -182458 | -682906 |
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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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