Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551990.3902 | 1497038.2525 | 54952.1377 | 3435963.2315 | 3952614.198 | -516650.9664 |
Total P&L (%) | 1551.9904 | 1497.0383 | 54.9521 | 3435.9632 | 3952.6142 | -516.651 |
Avg Daily Profit (%) | 0.8463 | 0.8164 | 0.03 | 0.1946 | 0.2021 | 0 |
Buy And Hold Return (%) | 583.9638 | 583.9638 | 583.9638 | 583.9638 | 583.9638 | 583.9638 |
Max Trade Drawdown | -104048 | -81356 | -75659 | -4225037 | -3599386 | -2371204 |
Profit Factor | 2.8691 | 4.561 | 1.134 | 1.19 | 1.427 | 0.9415 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 38.7755 | 38.7755 | 38.7755 | 38.7755 | 38.7755 | 38.7755 |
Ratio Avg Win / Avg Loss | 4.5301 | 7.2016 | 1.7906 | 1.879 | 2.2532 | 1.4865 |
Largest Winning Trade | 1039930 | 1039930 | 76351 | 4236059 | 4236059 | 1405176 |
Largest Losing Trade | -31782 | -29775 | -31782 | -920774 | -920774 | -596742 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 7234 | 3317 | 3917 | 7234 | 3317 | 3917 |
Profit Streak | 21.4106 | 31.1606 | 0 | 21.4106 | 31.1606 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449281 | 485858 | -395252 | -5921 | 223713 | -583769 |
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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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