Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2027812.7186 | 1951497.1815 | 76315.5371 | 1192912.7289 | 583365.4307 | 609547.2982 |
Total P&L (%) | 2027.8127 | 1951.4972 | 76.3155 | 1192.9127 | 583.3654 | 609.5473 |
Avg Daily Profit (%) | 0.8786 | 0.8455 | 0.0331 | 0.111 | 0.0833 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126273 | -117708 | -110387 | -1239333 | -1227398 | -785096 |
Profit Factor | 3.136 | 4.9328 | 1.1684 | 1.1907 | 1.1582 | 1.2373 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 46.1538 | 44.8718 | 47.4359 | 46.1538 | 44.8718 | 47.4359 |
Ratio Avg Win / Avg Loss | 3.6586 | 6.0603 | 1.2947 | 1.3891 | 1.423 | 1.371 |
Largest Winning Trade | 1757408 | 1757408 | 76109 | 663250 | 663250 | 394436 |
Largest Losing Trade | -56860 | -38390 | -56860 | -499552 | -499552 | -289624 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 39 | 32 | 45 | 39 | 32 | 45 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 4289 | 1790 | 2499 | 4289 | 1790 | 2499 |
Profit Streak | 13.149 | 26.149 | 13.149 | 13.149 | 26.149 | 13.149 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 716614 | -14681 | -218841 | -54531 | -163424 | -114290 |
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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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