Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497554.3615 | 1437619.5247 | 59934.8368 | 829071.5511 | 594479.0687 | 234592.4823 |
Total P&L (%) | 1497.5544 | 1437.6195 | 59.9348 | 829.0716 | 594.4791 | 234.5925 |
Avg Daily Profit (%) | 0.8035 | 0.7713 | 0.0322 | 0.1197 | 0.104 | 0.0648 |
Buy And Hold Return (%) | 85.6875 | 85.6875 | 85.6875 | 85.6875 | 85.6875 | 85.6875 |
Max Trade Drawdown | -102648 | -91056 | -57163 | -1387820 | -1321701 | -741261 |
Profit Factor | 4.1776 | 7.1958 | 1.2505 | 1.1493 | 1.2096 | 1.0864 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 44.7368 | 45.9459 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 5.0377 | 8.8889 | 1.4712 | 1.386 | 1.4942 | 1.2781 |
Largest Winning Trade | 1386581 | 1386581 | 67175 | 1367451 | 1367451 | 749867 |
Largest Losing Trade | -32412 | -24571 | -32412 | -347374 | -347374 | -322430 |
Avg Bars in Trades | 143 | 124 | 162 | 143 | 124 | 162 |
Avg Bars in Winners | 195 | 164 | 226 | 195 | 164 | 226 |
Avg Bars in Losers | 99 | 91 | 108 | 99 | 91 | 108 |
Bars Traded | 10747 | 4728 | 6019 | 10747 | 4728 | 6019 |
Profit Streak | 44.5926 | 44.5926 | 53.7593 | 44.5926 | 44.5926 | 53.7593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41744 | 718929 | -316935 | -151190 | -55668 | -236208 |
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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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