Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3202201.8948 | 3044026.5479 | 158175.3468 | 8865270.76 | 6767934.1504 | 2097336.6096 |
Total P&L (%) | 3202.2019 | 3044.0265 | 158.1753 | 8865.2708 | 6767.9342 | 2097.3366 |
Avg Daily Profit (%) | 1.3817 | 1.3135 | 0.0683 | 0.1942 | 0.1827 | 0.1334 |
Buy And Hold Return (%) | 12.635 | 12.635 | 12.635 | 12.635 | 12.635 | 12.635 |
Max Trade Drawdown | -99448 | -137948 | -92500 | -7093266 | -5779309 | -5636292 |
Profit Factor | 5.2004 | 8.7992 | 1.4251 | 1.2108 | 1.2985 | 1.1082 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 32.6531 | 34.2466 | 31.0811 | 32.6531 | 34.2466 | 31.0811 |
Ratio Avg Win / Avg Loss | 10.7258 | 16.8945 | 3.1601 | 2.4972 | 2.4932 | 2.4572 |
Largest Winning Trade | 2779325 | 2779325 | 60699 | 5785952 | 5785952 | 4365737 |
Largest Losing Trade | -51029 | -51029 | -31243 | -4622390 | -4622390 | -2745882 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 60 | 57 | 65 | 60 | 57 | 65 |
Avg Bars in Losers | 14 | 21 | 8 | 14 | 21 | 8 |
Bars Traded | 4399 | 2476 | 1923 | 4399 | 2476 | 1923 |
Profit Streak | 14.6752 | 0 | 16.1752 | 14.6752 | 0 | 16.1752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580429 | -55944 | -170803 | 113323 | -69008 | -185911 |
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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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