Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919078.1618 | 800520.2345 | 118557.9273 | 8837568.2722 | 11237352.8117 | -2399784.5396 |
Total P&L (%) | 919.0782 | 800.5202 | 118.5579 | 8837.5683 | 11237.3528 | -2399.7845 |
Avg Daily Profit (%) | 0.3676 | 0.3201 | 0.0474 | 0.1798 | 0.1894 | 0 |
Buy And Hold Return (%) | 849.2547 | 849.2547 | 849.2547 | 849.2547 | 849.2547 | 849.2547 |
Max Trade Drawdown | -82294 | -62124 | -79512 | -4018212 | -1371479 | -6331111 |
Profit Factor | 2.7217 | 4.3044 | 1.4066 | 1.6108 | 3.3467 | 0.7521 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 45.3782 | 45.7627 | 45 | 45.3782 | 45.7627 | 45 |
Ratio Avg Win / Avg Loss | 3.2761 | 5.1015 | 1.7192 | 1.9389 | 3.9665 | 0.9193 |
Largest Winning Trade | 336800 | 336800 | 46429 | 6352193 | 6352193 | 1233909 |
Largest Losing Trade | -67707 | -25236 | -67707 | -3756857 | -806861 | -3756857 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 4856 | 2491 | 2365 | 4856 | 2491 | 2365 |
Profit Streak | 157.3741 | 171.8741 | 157.3741 | 157.3741 | 171.8741 | 157.3741 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125635 | -326788 | -463678 | 389347 | -163013 | -750938 |
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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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