Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259119.6052 | 1183320.8612 | 75798.744 | 1313759.1891 | 260767.0557 | 1052992.1334 |
Total P&L (%) | 1259.1196 | 1183.3209 | 75.7987 | 1313.7592 | 260.7671 | 1052.9921 |
Avg Daily Profit (%) | 0.702 | 0.6597 | 0.0423 | 0.1478 | 0.0716 | 0.1364 |
Buy And Hold Return (%) | 241.8182 | 241.8182 | 241.8182 | 241.8182 | 241.8182 | 241.8182 |
Max Trade Drawdown | -110360 | -130021 | -66377 | -7153933 | -8138428 | -4319351 |
Profit Factor | 3.0826 | 4.4149 | 1.2937 | 1.0602 | 1.0193 | 1.1273 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.8372 | 46.5116 | 51.1628 | 48.8372 | 46.5116 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.2294 | 5.0772 | 1.2349 | 1.1107 | 1.1721 | 1.0761 |
Largest Winning Trade | 937548 | 937548 | 55742 | 4348452 | 4348452 | 2369575 |
Largest Losing Trade | -57690 | -57690 | -39763 | -2524217 | -2524217 | -2212816 |
Avg Bars in Trades | 59 | 82 | 36 | 59 | 82 | 36 |
Avg Bars in Winners | 68 | 85 | 52 | 68 | 85 | 52 |
Avg Bars in Losers | 51 | 79 | 20 | 51 | 79 | 20 |
Bars Traded | 5120 | 3537 | 1582 | 5120 | 3537 | 1582 |
Profit Streak | 3.4849 | 0 | 43.8182 | 3.4849 | 0 | 43.8182 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579767 | 597568 | -301438 | -151576 | -439445 | -92142 |
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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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