Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859240.8807 | 743741.3691 | 115499.5117 | 2059100.1367 | 1857517.4679 | 201582.6688 |
Total P&L (%) | 859.2409 | 743.7414 | 115.4995 | 2059.1001 | 1857.5175 | 201.5827 |
Avg Daily Profit (%) | 0.3431 | 0.297 | 0.0461 | 0.1228 | 0.1189 | 0.0441 |
Buy And Hold Return (%) | 265.8121 | 265.8121 | 265.8121 | 265.8121 | 265.8121 | 265.8121 |
Max Trade Drawdown | -134938 | -92391 | -142438 | -680856 | -427572 | -713842 |
Profit Factor | 2.7915 | 3.8299 | 1.5327 | 2.0755 | 3.0115 | 1.2034 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 62.3529 | 51.1628 | 73.8095 | 62.3529 | 51.1628 | 73.8095 |
Ratio Avg Win / Avg Loss | 1.6854 | 3.6558 | 0.5439 | 1.2531 | 2.8746 | 0.427 |
Largest Winning Trade | 423679 | 423679 | 35318 | 983381 | 983381 | 321929 |
Largest Losing Trade | -66680 | -44030 | -66680 | -511102 | -396608 | -511102 |
Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
Avg Bars in Winners | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Losers | 70 | 86 | 40 | 70 | 86 | 40 |
Bars Traded | 4901 | 2897 | 2004 | 4901 | 2897 | 2004 |
Profit Streak | 136.3611 | 136.3611 | 146.3611 | 136.3611 | 136.3611 | 146.3611 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546262 | 492305 | -293151 | -22371 | -27015 | -297873 |
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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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