Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215931.7146 | 1163463.4455 | 52468.2691 | 2172321.5493 | 1235081.3794 | 937240.1699 |
Total P&L (%) | 1215.9317 | 1163.4634 | 52.4683 | 2172.3215 | 1235.0814 | 937.2402 |
Avg Daily Profit (%) | 0.6461 | 0.6182 | 0.0279 | 0.1661 | 0.1378 | 0.1244 |
Buy And Hold Return (%) | 410.5973 | 410.5973 | 410.5973 | 410.5973 | 410.5973 | 410.5973 |
Max Trade Drawdown | -110838 | -107602 | -95777 | -3665438 | -4057031 | -1755969 |
Profit Factor | 2.4633 | 3.7553 | 1.1284 | 1.1125 | 1.1198 | 1.1041 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 50.2959 | 43.5294 | 57.1429 | 50.2959 | 43.5294 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4343 | 4.8718 | 0.8463 | 1.0994 | 1.4528 | 0.8281 |
Largest Winning Trade | 573325 | 573325 | 57259 | 4230607 | 4230607 | 1699643 |
Largest Losing Trade | -38070 | -38070 | -34614 | -1417820 | -1275436 | -1417820 |
Avg Bars in Trades | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Winners | 59 | 52 | 65 | 59 | 52 | 65 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 7405 | 3171 | 4234 | 7405 | 3171 | 4234 |
Profit Streak | 16.3518 | 16.3518 | 30.1018 | 16.3518 | 16.3518 | 30.1018 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554109 | 466831 | -401257 | -88178 | -102739 | -138119 |
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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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