Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031651.5371 | 936206.3348 | 95445.2023 | 1141888.0873 | 836815.6825 | 305072.4048 |
Total P&L (%) | 1031.6515 | 936.2063 | 95.4452 | 1141.8881 | 836.8157 | 305.0724 |
Avg Daily Profit (%) | 0.5544 | 0.5031 | 0.0513 | 0.1355 | 0.1203 | 0.0752 |
Buy And Hold Return (%) | 64.2061 | 64.2061 | 64.2061 | 64.2061 | 64.2061 | 64.2061 |
Max Trade Drawdown | -152397 | -119564 | -131349 | -1095159 | -1095159 | -966042 |
Profit Factor | 2.3563 | 3.4232 | 1.255 | 1.2525 | 1.3097 | 1.1676 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 60.5042 | 64.4068 | 56.6667 | 60.5042 | 64.4068 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.5382 | 1.8918 | 0.9597 | 0.8176 | 0.7238 | 0.8928 |
Largest Winning Trade | 334778 | 334778 | 47472 | 770981 | 770981 | 430711 |
Largest Losing Trade | -72205 | -72205 | -62671 | -1095159 | -1095159 | -537625 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 3639 | 1879 | 1760 | 3639 | 1879 | 1760 |
Profit Streak | 15.9138 | 0 | 119.9138 | 15.9138 | 0 | 119.9138 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641175 | -157637 | -307376 | -11392 | -208335 | -298649 |
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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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