Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499785.7485 | 1437043.5768 | 62742.1717 | 32078046.3605 | 29558696.2647 | 2519350.0957 |
Total P&L (%) | 1499.7857 | 1437.0436 | 62.7422 | 32078.0464 | 29558.6963 | 2519.3501 |
Avg Daily Profit (%) | 0.8079 | 0.7741 | 0.0338 | 0.3115 | 0.3071 | 0.1761 |
Buy And Hold Return (%) | 7177.9865 | 7177.9865 | 7177.9865 | 7177.9865 | 7177.9865 | 7177.9865 |
Max Trade Drawdown | -82655 | -19687 | -118018 | -9450828 | -4736896 | -10835034 |
Profit Factor | 4.7414 | 17.5251 | 1.1999 | 2.0567 | 5.1188 | 1.1087 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 59.7222 | 69.4444 | 50 | 59.7222 | 69.4444 | 50 |
Ratio Avg Win / Avg Loss | 3.1977 | 7.7111 | 1.1999 | 1.3871 | 2.2523 | 1.1087 |
Largest Winning Trade | 663761 | 663761 | 66644 | 8781416 | 7930334 | 8781416 |
Largest Losing Trade | -61406 | -19687 | -61406 | -6007122 | -2116152 | -6007122 |
Avg Bars in Trades | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Winners | 94 | 95 | 92 | 94 | 95 | 92 |
Avg Bars in Losers | 44 | 36 | 49 | 44 | 36 | 49 |
Bars Traded | 5350 | 2787 | 2563 | 5350 | 2787 | 2563 |
Profit Streak | 62.5238 | 64.1904 | 62.5238 | 62.5238 | 64.1904 | 62.5238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226264 | -141227 | -313618 | -71281 | 640640 | -258362 |
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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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