Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2198965.1863 | 2325044.4665 | -126079.2802 | -89642.5031 | 417784.1595 | -507426.6626 |
Total P&L (%) | 2198.9652 | 2325.0445 | -126.0793 | -89.6425 | 417.7842 | -507.4267 |
Avg Daily Profit (%) | 1.1848 | 1.2527 | -0.0679 | -0.1221 | 0.0886 | 0 |
Buy And Hold Return (%) | 143.6991 | 143.6991 | 143.6991 | 143.6991 | 143.6991 | 143.6991 |
Max Trade Drawdown | -304959 | -193210 | -186498 | -4006875 | -2552096 | -1779876 |
Profit Factor | 2.991 | 4.7299 | 0.7379 | 0.9835 | 1.1278 | 0.7647 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 42.5926 | 39.5062 | 45.679 | 42.5926 | 39.5062 | 45.679 |
Ratio Avg Win / Avg Loss | 4.0314 | 7.2426 | 0.8775 | 1.3256 | 1.727 | 0.9094 |
Largest Winning Trade | 2315241 | 2315241 | 57943 | 2232641 | 2232641 | 503730 |
Largest Losing Trade | -86048 | -36406 | -86048 | -1611943 | -989214 | -1611943 |
Avg Bars in Trades | 33 | 49 | 16 | 33 | 49 | 16 |
Avg Bars in Winners | 45 | 75 | 19 | 45 | 75 | 19 |
Avg Bars in Losers | 23 | 33 | 13 | 23 | 33 | 13 |
Bars Traded | 5388 | 4040 | 1347 | 5388 | 4040 | 1347 |
Profit Streak | 7.3128 | 7.3128 | 23.3128 | 7.3128 | 7.3128 | 23.3128 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659769 | 208711 | -593592 | -579997 | -171956 | -593592 |
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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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