Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878429.1653 | 716431.6207 | 161997.5445 | 16950395.2524 | 20390456.6618 | -3440061.4095 |
Total P&L (%) | 878.4292 | 716.4316 | 161.9975 | 16950.3953 | 20390.4567 | -3440.0614 |
Avg Daily Profit (%) | 0.3513 | 0.2865 | 0.0648 | 0.2057 | 0.2131 | 0 |
Buy And Hold Return (%) | 855.6052 | 855.6052 | 855.6052 | 855.6052 | 855.6052 | 855.6052 |
Max Trade Drawdown | -102031 | -85287 | -63943 | -9000744 | -1891836 | -8623745 |
Profit Factor | 2.955 | 4.1776 | 1.7237 | 1.8947 | 4.1618 | 0.7247 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 57.9439 | 60.3774 | 55.5556 | 57.9439 | 60.3774 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1448 | 2.7416 | 1.3789 | 1.3752 | 2.7311 | 0.5798 |
Largest Winning Trade | 178471 | 178471 | 60001 | 11721249 | 11721249 | 2824574 |
Largest Losing Trade | -63943 | -51284 | -63943 | -5429113 | -1654264 | -5429113 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Losers | 33 | 48 | 20 | 33 | 48 | 20 |
Bars Traded | 4579 | 2593 | 1986 | 4579 | 2593 | 1986 |
Profit Streak | 72.6403 | 76.1403 | 72.6403 | 72.6403 | 76.1403 | 72.6403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140223 | -327961 | -448824 | 462721 | -162822 | -759555 |
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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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