Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3750507.7212 | 3784527.9727 | -34020.2515 | 96493.2506 | 153829.1414 | -57335.8909 |
Total P&L (%) | 3750.5077 | 3784.528 | -34.0203 | 96.4933 | 153.8291 | -57.3359 |
Avg Daily Profit (%) | 1.6849 | 1.7001 | -0.0153 | 0.0303 | 0.0419 | -0.0383 |
Buy And Hold Return (%) | 402.3319 | 402.3319 | 402.3319 | 402.3319 | 402.3319 | 402.3319 |
Max Trade Drawdown | -202977 | -125012 | -187956 | -580761 | -436146 | -164929 |
Profit Factor | 6.068 | 11.31 | 0.9088 | 1.0957 | 1.245 | 0.8492 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 6.068 | 11.31 | 0.9088 | 1.0957 | 1.245 | 0.8492 |
Largest Winning Trade | 3885886 | 3885886 | 42333 | 572421 | 572421 | 41929 |
Largest Losing Trade | -52585 | -49689 | -52585 | -312585 | -312585 | -108487 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 46 | 35 | 58 | 46 | 35 | 58 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 4140 | 1748 | 2392 | 4140 | 1748 | 2392 |
Profit Streak | 21.8029 | 21.8029 | 26.3029 | 21.8029 | 21.8029 | 26.3029 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 872916 | -145877 | -748940 | -431573 | -471382 | -748940 |
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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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