Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2234193.5011 | 2062261.9237 | 171931.5774 | 14527995.92 | 3085512.9061 | 11442483.0139 |
Total P&L (%) | 2234.1935 | 2062.2619 | 171.9316 | 14527.9959 | 3085.5129 | 11442.483 |
Avg Daily Profit (%) | 1.2515 | 1.1552 | 0.0963 | 0.2797 | 0.1941 | 0.2664 |
Buy And Hold Return (%) | 410.2273 | 410.2273 | 410.2273 | 410.2273 | 410.2273 | 410.2273 |
Max Trade Drawdown | -95049 | -74536 | -117715 | -13892430 | -12663879 | -7076652 |
Profit Factor | 4.9705 | 8.1261 | 1.6291 | 1.2932 | 1.1074 | 1.5495 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 50.3546 | 42.8571 | 57.7465 | 50.3546 | 42.8571 | 57.7465 |
Ratio Avg Win / Avg Loss | 4.9005 | 10.8349 | 1.192 | 1.275 | 1.4765 | 1.1338 |
Largest Winning Trade | 1056371 | 1056371 | 58333 | 8226867 | 8226867 | 4356214 |
Largest Losing Trade | -71569 | -35823 | -71569 | -7195333 | -7195333 | -6445331 |
Avg Bars in Trades | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Winners | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Losers | 49 | 53 | 43 | 49 | 53 | 43 |
Bars Traded | 10394 | 5138 | 5256 | 10394 | 5138 | 5256 |
Profit Streak | 0 | 23.7406 | 0 | 0 | 23.7406 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 745725 | -76003 | -313872 | 330486 | -191081 | -75462 |
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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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