Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173070.3487 | 1046341.4322 | 126728.9165 | 13327142.7633 | 12710791.2724 | 616351.4909 |
Total P&L (%) | 1173.0703 | 1046.3414 | 126.7289 | 13327.1428 | 12710.7913 | 616.3515 |
Avg Daily Profit (%) | 0.4692 | 0.4185 | 0.0507 | 0.1962 | 0.1943 | 0.0788 |
Buy And Hold Return (%) | 752.6389 | 752.6389 | 752.6389 | 752.6389 | 752.6389 | 752.6389 |
Max Trade Drawdown | -81657 | -80908 | -81203 | -4530432 | -2762238 | -5166937 |
Profit Factor | 3.5056 | 4.8106 | 1.6546 | 1.815 | 2.4844 | 1.0791 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 52.5253 | 48.9796 | 56 | 52.5253 | 48.9796 | 56 |
Ratio Avg Win / Avg Loss | 3.1686 | 5.011 | 1.3001 | 1.6405 | 2.5879 | 0.8479 |
Largest Winning Trade | 595819 | 595819 | 47983 | 7585560 | 7585560 | 2292654 |
Largest Losing Trade | -33155 | -33155 | -29298 | -2818294 | -1260357 | -2818294 |
Avg Bars in Trades | 95 | 124 | 67 | 95 | 124 | 67 |
Avg Bars in Winners | 124 | 174 | 80 | 124 | 174 | 80 |
Avg Bars in Losers | 63 | 75 | 49 | 63 | 75 | 49 |
Bars Traded | 9433 | 6080 | 3353 | 9433 | 6080 | 3353 |
Profit Streak | 63.9693 | 434.7193 | 63.9693 | 63.9693 | 434.7193 | 63.9693 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315735 | -25699 | -467690 | 468445 | 498067 | -566979 |
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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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