Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3041276.8178 | 2961108.7384 | 80168.0794 | 2318657.6892 | 1854137.103 | 464520.5862 |
Total P&L (%) | 3041.2768 | 2961.1087 | 80.1681 | 2318.6577 | 1854.1371 | 464.5206 |
Avg Daily Profit (%) | 1.3721 | 1.3359 | 0.0362 | 0.1438 | 0.1342 | 0.0781 |
Buy And Hold Return (%) | 267.6443 | 267.6443 | 267.6443 | 267.6443 | 267.6443 | 267.6443 |
Max Trade Drawdown | -149944 | -110719 | -61443 | -12930109 | -9288459 | -4939175 |
Profit Factor | 5.3085 | 7.2669 | 1.3435 | 1.0806 | 1.0988 | 1.0465 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 47.3988 | 39.5349 | 55.1724 | 47.3988 | 39.5349 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.8911 | 11.114 | 1.0916 | 1.1992 | 1.6805 | 0.8502 |
Largest Winning Trade | 2906620 | 2906620 | 40121 | 5750122 | 5750122 | 2070672 |
Largest Losing Trade | -29925 | -29925 | -25613 | -2875756 | -2875756 | -1823870 |
Avg Bars in Trades | 46 | 73 | 20 | 46 | 73 | 20 |
Avg Bars in Winners | 57 | 104 | 24 | 57 | 104 | 24 |
Avg Bars in Losers | 36 | 53 | 14 | 36 | 53 | 14 |
Bars Traded | 8093 | 6330 | 1763 | 8093 | 6330 | 1763 |
Profit Streak | 95.9739 | 100.9739 | 95.9739 | 95.9739 | 100.9739 | 95.9739 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 827183 | 674058 | -308423 | -131174 | -127668 | -266807 |
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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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