Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969542.9598 | 837383.8033 | 132159.1565 | 5881485.371 | 2974191.2967 | 2907294.0743 |
Total P&L (%) | 969.543 | 837.3838 | 132.1592 | 5881.4854 | 2974.1913 | 2907.2941 |
Avg Daily Profit (%) | 0.5128 | 0.4429 | 0.0699 | 0.2166 | 0.1814 | 0.1802 |
Buy And Hold Return (%) | 282.5731 | 282.5731 | 282.5731 | 282.5731 | 282.5731 | 282.5731 |
Max Trade Drawdown | -110577 | -80155 | -91578 | -2675801 | -1763395 | -1101589 |
Profit Factor | 2.4285 | 3.5378 | 1.379 | 1.4569 | 1.4241 | 1.4962 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 34.0909 | 26.1364 | 42.0455 | 34.0909 | 26.1364 | 42.0455 |
Ratio Avg Win / Avg Loss | 4.6951 | 9.9982 | 1.9007 | 2.8167 | 4.0246 | 2.0624 |
Largest Winning Trade | 365277 | 365277 | 56400 | 2131451 | 2131451 | 1379795 |
Largest Losing Trade | -18727 | -17702 | -18727 | -495538 | -495538 | -451397 |
Avg Bars in Trades | 126 | 112 | 141 | 126 | 112 | 141 |
Avg Bars in Winners | 260 | 253 | 264 | 260 | 253 | 264 |
Avg Bars in Losers | 57 | 62 | 52 | 57 | 62 | 52 |
Bars Traded | 22326 | 9902 | 12424 | 22326 | 9902 | 12424 |
Profit Streak | 38.3644 | 38.9477 | 38.3644 | 38.3644 | 38.9477 | 38.3644 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300025 | -10885 | -266571 | 218057 | -14747 | 266251 |
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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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