Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060842.1208 | 875057.4028 | 185784.718 | 5124142.4354 | 472526.8418 | 4651615.5936 |
Total P&L (%) | 1060.8421 | 875.0574 | 185.7847 | 5124.1424 | 472.5268 | 4651.6156 |
Avg Daily Profit (%) | 0.5458 | 0.4502 | 0.0956 | 0.2037 | 0.0898 | 0.1988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110673 | -108079 | -64564 | -2562771 | -2497732 | -1531625 |
Profit Factor | 2.5205 | 3.2938 | 1.5875 | 1.4574 | 1.0681 | 2.0897 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 39.6947 | 29.2308 | 50 | 39.6947 | 29.2308 | 50 |
Ratio Avg Win / Avg Loss | 3.8292 | 7.9744 | 1.5875 | 2.2141 | 2.586 | 2.0897 |
Largest Winning Trade | 471088 | 471088 | 49188 | 2473488 | 2473488 | 1657826 |
Largest Losing Trade | -53960 | -21545 | -53960 | -759333 | -759333 | -608296 |
Avg Bars in Trades | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Winners | 155 | 161 | 151 | 155 | 161 | 151 |
Avg Bars in Losers | 43 | 48 | 37 | 43 | 48 | 37 |
Bars Traded | 11545 | 5279 | 6266 | 11545 | 5279 | 6266 |
Profit Streak | 42.0411 | 42.0411 | 58.7078 | 42.0411 | 42.0411 | 58.7078 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488199 | -126102 | -185610 | 287628 | -360086 | -111200 |
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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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