Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762120.9234 | 690656.2241 | 71464.6993 | 4821832.8131 | 1278506.9915 | 3543325.8216 |
Total P&L (%) | 762.1209 | 690.6562 | 71.4647 | 4821.8328 | 1278.507 | 3543.3258 |
Avg Daily Profit (%) | 0.3379 | 0.3062 | 0.0317 | 0.1729 | 0.1164 | 0.1595 |
Buy And Hold Return (%) | 341.9558 | 341.9558 | 341.9558 | 341.9558 | 341.9558 | 341.9558 |
Max Trade Drawdown | -101772 | -81036 | -176929 | -2852141 | -4653017 | -1261475 |
Profit Factor | 2.0355 | 2.9344 | 1.1886 | 1.3947 | 1.155 | 1.8932 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 51.2 | 57.1429 | 45.1613 | 51.2 | 57.1429 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.9401 | 2.2008 | 1.4433 | 1.3293 | 0.8662 | 2.2989 |
Largest Winning Trade | 111267 | 111267 | 62323 | 2286136 | 2245530 | 2286136 |
Largest Losing Trade | -44732 | -44732 | -41286 | -2294524 | -2294524 | -962771 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 37 | 30 | 46 | 37 | 30 | 46 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 4172 | 1800 | 2372 | 4172 | 1800 | 2372 |
Profit Streak | 77.3895 | 118.8895 | 0 | 77.3895 | 118.8895 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315567 | -137120 | -485498 | 342487 | -236286 | -144776 |
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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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