Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2347527.0381 | 2206165.254 | 141361.7841 | 8308304.4365 | 4654307.6769 | 3653996.7595 |
Total P&L (%) | 2347.527 | 2206.1653 | 141.3618 | 8308.3044 | 4654.3077 | 3653.9968 |
Avg Daily Profit (%) | 1.0368 | 0.9744 | 0.0624 | 0.1959 | 0.1707 | 0.1602 |
Buy And Hold Return (%) | 289.1304 | 289.1304 | 289.1304 | 289.1304 | 289.1304 | 289.1304 |
Max Trade Drawdown | -122991 | -65980 | -60927 | -7495010 | -6056998 | -6354410 |
Profit Factor | 4.3361 | 7.5958 | 1.3829 | 1.189 | 1.2613 | 1.1397 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 49.5868 | 46.6667 | 52.459 | 49.5868 | 46.6667 | 52.459 |
Ratio Avg Win / Avg Loss | 4.4084 | 8.6809 | 1.2533 | 1.2088 | 1.4415 | 1.0329 |
Largest Winning Trade | 1527510 | 1527510 | 65298 | 5213111 | 5213111 | 3395462 |
Largest Losing Trade | -48638 | -48638 | -38669 | -4249307 | -2140294 | -4249307 |
Avg Bars in Trades | 110 | 104 | 116 | 110 | 104 | 116 |
Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
Avg Bars in Losers | 88 | 80 | 97 | 88 | 80 | 97 |
Bars Traded | 13353 | 6244 | 7109 | 13353 | 6244 | 7109 |
Profit Streak | 4.7079 | 0 | 74.3746 | 4.7079 | 0 | 74.3746 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 766160 | -148631 | -434736 | -4038 | -162842 | -219114 |
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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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