Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771743.5966 | 1651399.5203 | 120344.0763 | 2800584.6624 | -2229608.1207 | 5030192.7832 |
Total P&L (%) | 1771.7436 | 1651.3995 | 120.3441 | 2800.5847 | -2229.6081 | 5030.1928 |
Avg Daily Profit (%) | 0.9512 | 0.8866 | 0.0646 | 0.181 | 0 | 0.2116 |
Buy And Hold Return (%) | 44.163 | 44.163 | 44.163 | 44.163 | 44.163 | 44.163 |
Max Trade Drawdown | -121259 | -112565 | -43491 | -6507915 | -7004465 | -2070917 |
Profit Factor | 4.2143 | 6.5997 | 1.4696 | 1.1232 | 0.8331 | 1.5367 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 42.1053 | 35.0877 | 49.1228 | 42.1053 | 35.0877 | 49.1228 |
Ratio Avg Win / Avg Loss | 5.7947 | 12.2095 | 1.522 | 1.5444 | 1.5412 | 1.5916 |
Largest Winning Trade | 1504124 | 1504124 | 61768 | 3338373 | 2904032 | 3338373 |
Largest Losing Trade | -26047 | -20892 | -26047 | -1356041 | -1230608 | -1356041 |
Avg Bars in Trades | 94 | 83 | 105 | 94 | 83 | 105 |
Avg Bars in Winners | 155 | 145 | 162 | 155 | 145 | 162 |
Avg Bars in Losers | 51 | 50 | 51 | 51 | 50 | 51 |
Bars Traded | 10808 | 4772 | 6036 | 10808 | 4772 | 6036 |
Profit Streak | 37.7242 | 37.7242 | 59.0575 | 37.7242 | 37.7242 | 59.0575 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 690539 | -163817 | -286787 | -77339 | -763587 | -168222 |
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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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