Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462048.9135 | 1306771.2888 | 155277.6247 | 16798619.2654 | 4812271.0176 | 11986348.2478 |
Total P&L (%) | 1462.0489 | 1306.7713 | 155.2776 | 16798.6193 | 4812.271 | 11986.3482 |
Avg Daily Profit (%) | 0.7763 | 0.6939 | 0.0825 | 0.2728 | 0.207 | 0.2549 |
Buy And Hold Return (%) | 246.6335 | 246.6335 | 246.6335 | 246.6335 | 246.6335 | 246.6335 |
Max Trade Drawdown | -98429 | -109805 | -53118 | -10503544 | -7168932 | -6159382 |
Profit Factor | 3.7183 | 5.1552 | 1.6952 | 1.4825 | 1.228 | 1.874 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 41.5094 | 51.8519 | 46.729 | 41.5094 | 51.8519 |
Ratio Avg Win / Avg Loss | 4.2389 | 7.2641 | 1.5741 | 1.69 | 1.7304 | 1.7402 |
Largest Winning Trade | 564548 | 564548 | 56344 | 8109983 | 8109983 | 7768550 |
Largest Losing Trade | -32133 | -32133 | -24711 | -5405482 | -3620117 | -5405482 |
Avg Bars in Trades | 208 | 192 | 223 | 208 | 192 | 223 |
Avg Bars in Winners | 296 | 272 | 315 | 296 | 272 | 315 |
Avg Bars in Losers | 130 | 135 | 123 | 130 | 135 | 123 |
Bars Traded | 22268 | 10203 | 12065 | 22268 | 10203 | 12065 |
Profit Streak | 16.7962 | 0 | 30.4629 | 16.7962 | 0 | 30.4629 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 672797 | -164323 | -424711 | 379962 | -174504 | -167210 |
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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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