Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938452.6766 | 829104.2919 | 109348.3847 | 5850783.6184 | 1488247.8371 | 4362535.7814 |
Total P&L (%) | 938.4527 | 829.1043 | 109.3484 | 5850.7836 | 1488.2478 | 4362.5358 |
Avg Daily Profit (%) | 0.4162 | 0.3677 | 0.0485 | 0.1814 | 0.1227 | 0.1686 |
Buy And Hold Return (%) | 217.6871 | 217.6871 | 217.6871 | 217.6871 | 217.6871 | 217.6871 |
Max Trade Drawdown | -135982 | -63424 | -102295 | -17305905 | -8529591 | -9908464 |
Profit Factor | 2.1176 | 3.0956 | 1.2462 | 1.1672 | 1.0885 | 1.24 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 61.194 | 58.209 | 64.1791 | 61.194 | 58.209 | 64.1791 |
Ratio Avg Win / Avg Loss | 1.3429 | 2.2225 | 0.6956 | 0.7402 | 0.7815 | 0.6921 |
Largest Winning Trade | 199853 | 199853 | 59008 | 5387827 | 5387827 | 2646922 |
Largest Losing Trade | -47051 | -36469 | -47051 | -6746446 | -3430380 | -6746446 |
Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
Avg Bars in Winners | 87 | 72 | 101 | 87 | 72 | 101 |
Avg Bars in Losers | 108 | 92 | 127 | 108 | 92 | 127 |
Bars Traded | 12842 | 5410 | 7432 | 12842 | 5410 | 7432 |
Profit Streak | 48.7973 | 48.7973 | 67.464 | 48.7973 | 48.7973 | 67.464 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506843 | -102060 | -409707 | -27154 | -268759 | -108052 |
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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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