Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005826.7117 | 883537.1253 | 122289.5864 | 3497152.7737 | -1305101.8344 | 4802254.6081 |
Total P&L (%) | 1005.8267 | 883.5371 | 122.2896 | 3497.1528 | -1305.1018 | 4802.2546 |
Avg Daily Profit (%) | 0.5418 | 0.4759 | 0.0659 | 0.1932 | 0 | 0.2099 |
Buy And Hold Return (%) | 82.3044 | 82.3044 | 82.3044 | 82.3044 | 82.3044 | 82.3044 |
Max Trade Drawdown | -210544 | -115273 | -140782 | -9401129 | -6955072 | -3785260 |
Profit Factor | 2.5716 | 4.1478 | 1.3403 | 1.1869 | 0.8789 | 1.6053 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 54.321 | 57.5 | 51.2195 | 54.321 | 57.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.1625 | 3.0658 | 1.2765 | 0.9981 | 0.6496 | 1.5289 |
Largest Winning Trade | 388440 | 388440 | 68554 | 4104617 | 3471206 | 4104617 |
Largest Losing Trade | -41101 | -35126 | -41101 | -2766384 | -2766384 | -1715261 |
Avg Bars in Trades | 43 | 54 | 33 | 43 | 54 | 33 |
Avg Bars in Winners | 56 | 65 | 47 | 56 | 65 | 47 |
Avg Bars in Losers | 28 | 38 | 19 | 28 | 38 | 19 |
Bars Traded | 3550 | 2167 | 1383 | 3550 | 2167 | 1383 |
Profit Streak | 155.888 | 189.388 | 155.888 | 155.888 | 189.388 | 155.888 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 57117 | 718254 | -117735 | -22916 | -578392 | 457453 |
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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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