Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939566.5016 | 757990.8474 | 181575.6542 | 9812957.9321 | 6859270.4167 | 2953687.5153 |
Total P&L (%) | 939.5665 | 757.9908 | 181.5757 | 9812.9579 | 6859.2704 | 2953.6875 |
Avg Daily Profit (%) | 0.4167 | 0.3362 | 0.0805 | 0.2041 | 0.1883 | 0.1517 |
Buy And Hold Return (%) | 155.1913 | 155.1913 | 155.1913 | 155.1913 | 155.1913 | 155.1913 |
Max Trade Drawdown | -130215 | -132932 | -41607 | -40691105 | -33828452 | -11569295 |
Profit Factor | 2.2139 | 2.2149 | 2.2098 | 1.1041 | 1.0885 | 1.1765 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 66.443 | 60.8108 | 72 | 66.443 | 60.8108 | 72 |
Ratio Avg Win / Avg Loss | 1.1181 | 1.4274 | 0.8594 | 0.5576 | 0.7015 | 0.4575 |
Largest Winning Trade | 115187 | 115187 | 38240 | 15918094 | 15918094 | 2308565 |
Largest Losing Trade | -59503 | -59503 | -39767 | -24736016 | -24736016 | -9232780 |
Avg Bars in Trades | 87 | 169 | 5 | 87 | 169 | 5 |
Avg Bars in Winners | 60 | 126 | 5 | 60 | 126 | 5 |
Avg Bars in Losers | 139 | 236 | 5 | 139 | 236 | 5 |
Bars Traded | 12989 | 12552 | 437 | 12989 | 12552 | 437 |
Profit Streak | 83.1873 | 83.1873 | 159.6873 | 83.1873 | 83.1873 | 159.6873 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585086 | -51351 | -249480 | -95704 | -179135 | -73055 |
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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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