Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907512.9444 | 836999.6622 | 70513.2822 | 3971439.0664 | 3212773.2677 | 758665.7986 |
Total P&L (%) | 907.5129 | 836.9997 | 70.5133 | 3971.4391 | 3212.7733 | 758.6658 |
Avg Daily Profit (%) | 0.3631 | 0.3349 | 0.0282 | 0.1484 | 0.1402 | 0.0861 |
Buy And Hold Return (%) | 887.3973 | 887.3973 | 887.3973 | 887.3973 | 887.3973 | 887.3973 |
Max Trade Drawdown | -138740 | -111890 | -70521 | -1114272 | -718644 | -509003 |
Profit Factor | 2.2469 | 2.9642 | 1.2337 | 1.8057 | 2.1109 | 1.3724 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 50.3497 | 50.7042 | 50 | 50.3497 | 50.7042 | 50 |
Ratio Avg Win / Avg Loss | 2.2157 | 2.8819 | 1.2337 | 1.7806 | 2.0522 | 1.3724 |
Largest Winning Trade | 389830 | 389830 | 60999 | 1560589 | 1560589 | 686021 |
Largest Losing Trade | -45288 | -45288 | -39572 | -598597 | -598597 | -340179 |
Avg Bars in Trades | 101 | 129 | 73 | 101 | 129 | 73 |
Avg Bars in Winners | 137 | 168 | 105 | 137 | 168 | 105 |
Avg Bars in Losers | 65 | 89 | 41 | 65 | 89 | 41 |
Bars Traded | 14512 | 9209 | 5303 | 14512 | 9209 | 5303 |
Profit Streak | 64.0244 | 71.5244 | 64.0244 | 64.0244 | 71.5244 | 64.0244 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143620 | -237234 | -400186 | 306600 | -90377 | -321782 |
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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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