Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2393800.2458 | 2181073.969 | 212726.2768 | 14280082.3316 | 7899537.3712 | 6380544.9604 |
Total P&L (%) | 2393.8002 | 2181.074 | 212.7263 | 14280.0823 | 7899.5374 | 6380.545 |
Avg Daily Profit (%) | 1.0346 | 0.9427 | 0.0919 | 0.215 | 0.1896 | 0.1805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88727 | -111265 | -69495 | -7562281 | -8422169 | -3698425 |
Profit Factor | 4.5166 | 7.2314 | 1.6432 | 1.3703 | 1.3679 | 1.3733 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 47.7612 | 44.7761 | 50.7463 | 47.7612 | 44.7761 | 50.7463 |
Ratio Avg Win / Avg Loss | 4.94 | 8.9188 | 1.5949 | 1.4988 | 1.6871 | 1.3329 |
Largest Winning Trade | 1841351 | 1841351 | 82526 | 8490662 | 8490662 | 5528761 |
Largest Losing Trade | -38505 | -36668 | -38505 | -2637887 | -1934068 | -2637887 |
Avg Bars in Trades | 67 | 57 | 77 | 67 | 57 | 77 |
Avg Bars in Winners | 105 | 84 | 124 | 105 | 84 | 124 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 9046 | 3823 | 5223 | 9046 | 3823 | 5223 |
Profit Streak | 11.2436 | 13.4936 | 0 | 11.2436 | 13.4936 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 753518 | -96569 | -183691 | 316810 | -108828 | -108181 |
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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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