Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939523.1507 | 794990.216 | 144532.9347 | 15612212.0366 | 13199084.5153 | 2413127.5213 |
Total P&L (%) | 939.5232 | 794.9902 | 144.5329 | 15612.212 | 13199.0845 | 2413.1275 |
Avg Daily Profit (%) | 0.3757 | 0.3179 | 0.0578 | 0.2024 | 0.1958 | 0.129 |
Buy And Hold Return (%) | 804.6237 | 804.6237 | 804.6237 | 804.6237 | 804.6237 | 804.6237 |
Max Trade Drawdown | -85430 | -75889 | -37303 | -4998362 | -3687804 | -1512495 |
Profit Factor | 2.5119 | 3.595 | 1.4588 | 1.9936 | 2.4758 | 1.3564 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 48.5915 | 49.2958 | 47.8873 | 48.5915 | 49.2958 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.6576 | 3.6977 | 1.5875 | 2.1091 | 2.5466 | 1.4761 |
Largest Winning Trade | 343059 | 343059 | 40403 | 7810108 | 7810108 | 1513426 |
Largest Losing Trade | -32796 | -21589 | -32796 | -2339120 | -2339120 | -1111063 |
Avg Bars in Trades | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Winners | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 7338 | 3838 | 3499 | 7338 | 3838 | 3499 |
Profit Streak | 81.51 | 118.1767 | 81.51 | 81.51 | 118.1767 | 81.51 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98500 | -236241 | -366576 | 454927 | -73553 | -110277 |
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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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