Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629558.9276 | 1507763.8135 | 121795.1141 | 10345095.9518 | 7813650.1062 | 2531445.8456 |
Total P&L (%) | 1629.5589 | 1507.7638 | 121.7951 | 10345.096 | 7813.6501 | 2531.4458 |
Avg Daily Profit (%) | 0.8924 | 0.8257 | 0.0667 | 0.2549 | 0.2397 | 0.1792 |
Buy And Hold Return (%) | 698.4342 | 698.4342 | 698.4342 | 698.4342 | 698.4342 | 698.4342 |
Max Trade Drawdown | -89984 | -99744 | -48311 | -15913520 | -15199087 | -7547686 |
Profit Factor | 3.4679 | 5.4541 | 1.3785 | 1.1862 | 1.2497 | 1.1043 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 43.5714 | 40 | 47.1429 | 43.5714 | 40 | 47.1429 |
Ratio Avg Win / Avg Loss | 4.4912 | 8.1811 | 1.5456 | 1.5362 | 1.8746 | 1.2381 |
Largest Winning Trade | 934519 | 934519 | 65235 | 10579033 | 10579033 | 5492936 |
Largest Losing Trade | -27212 | -21941 | -27212 | -3823448 | -3823448 | -3203858 |
Avg Bars in Trades | 153 | 155 | 151 | 153 | 155 | 151 |
Avg Bars in Winners | 239 | 251 | 229 | 239 | 251 | 229 |
Avg Bars in Losers | 87 | 91 | 82 | 87 | 91 | 82 |
Bars Traded | 21482 | 10889 | 10593 | 21482 | 10889 | 10593 |
Profit Streak | 31.6144 | 33.4477 | 31.6144 | 31.6144 | 33.4477 | 31.6144 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506900 | -82319 | -363007 | -7244 | -88541 | -195543 |
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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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