Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787770.0833 | 523782.8951 | 263987.1882 | 3576914.1062 | 2323247.0268 | 1253667.0794 |
Total P&L (%) | 787.7701 | 523.7829 | 263.9872 | 3576.9141 | 2323.247 | 1253.6671 |
Avg Daily Profit (%) | 0.3445 | 0.2291 | 0.1154 | 0.1578 | 0.1395 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104706 | -120046 | -123918 | -6049145 | -6913493 | -6811587 |
Profit Factor | 1.8357 | 2.14 | 1.5463 | 1.1281 | 1.1628 | 1.0918 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 59.8726 | 60.7595 | 58.9744 | 59.8726 | 60.7595 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2303 | 1.3821 | 1.0757 | 0.7561 | 0.7509 | 0.7595 |
Largest Winning Trade | 128362 | 128362 | 63265 | 4126157 | 4126157 | 1528734 |
Largest Losing Trade | -64528 | -39766 | -64528 | -4736800 | -1754154 | -4736800 |
Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Winners | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 9069 | 4533 | 4536 | 9069 | 4533 | 4536 |
Profit Streak | 42.2449 | 42.2449 | 144.7449 | 42.2449 | 42.2449 | 144.7449 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530435 | -13489 | -68929 | -70523 | -74292 | -193185 |
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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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