Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101638.3961 | 985166.3222 | 116472.0739 | 5395632.6225 | 185902.8456 | 5209729.777 |
Total P&L (%) | 1101.6384 | 985.1663 | 116.4721 | 5395.6326 | 185.9028 | 5209.7298 |
Avg Daily Profit (%) | 0.617 | 0.5518 | 0.0652 | 0.2246 | 0.0589 | 0.2227 |
Buy And Hold Return (%) | 262.3914 | 262.3914 | 262.3914 | 262.3914 | 262.3914 | 262.3914 |
Max Trade Drawdown | -130071 | -104780 | -84542 | -5821333 | -5385419 | -2526812 |
Profit Factor | 2.3803 | 3.3396 | 1.3089 | 1.1749 | 1.0107 | 1.3872 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 46.1538 | 42.3077 | 50 | 46.1538 | 42.3077 | 50 |
Ratio Avg Win / Avg Loss | 2.7771 | 4.554 | 1.3089 | 1.3707 | 1.3782 | 1.3872 |
Largest Winning Trade | 334310 | 334310 | 69838 | 3117768 | 3117768 | 2528367 |
Largest Losing Trade | -48663 | -48663 | -42562 | -2515972 | -2515972 | -2487875 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 3460 | 1880 | 1581 | 3460 | 1880 | 1581 |
Profit Streak | 6.0506 | 0 | 7.0506 | 6.0506 | 0 | 7.0506 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517909 | -22182 | -304966 | -19594 | -526058 | -24648 |
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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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