Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2043659.1567 | 2006967.5476 | 36691.6091 | 785824.7588 | 784215.5202 | 1609.2386 |
Total P&L (%) | 2043.6592 | 2006.9675 | 36.6916 | 785.8248 | 784.2155 | 1.6092 |
Avg Daily Profit (%) | 1.0994 | 1.0797 | 0.0197 | 0.1174 | 0.1173 | 0.0009 |
Buy And Hold Return (%) | 139.2613 | 139.2613 | 139.2613 | 139.2613 | 139.2613 | 139.2613 |
Max Trade Drawdown | -123823 | -88766 | -129366 | -2985823 | -2619180 | -3120611 |
Profit Factor | 3.9103 | 6.7204 | 1.1044 | 1.0655 | 1.1266 | 1.0003 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 41.791 | 38.806 | 44.7761 | 41.791 | 38.806 | 44.7761 |
Ratio Avg Win / Avg Loss | 5.4465 | 10.5976 | 1.3621 | 1.4841 | 1.7765 | 1.2337 |
Largest Winning Trade | 1890844 | 1890844 | 71654 | 2137288 | 2137288 | 1298778 |
Largest Losing Trade | -60652 | -28532 | -60652 | -883887 | -628166 | -883887 |
Avg Bars in Trades | 164 | 170 | 159 | 164 | 170 | 159 |
Avg Bars in Winners | 288 | 336 | 247 | 288 | 336 | 247 |
Avg Bars in Losers | 75 | 65 | 87 | 75 | 65 | 87 |
Bars Traded | 22061 | 11408 | 10653 | 22061 | 11408 | 10653 |
Profit Streak | 12.2583 | 12.2583 | 15.5916 | 12.2583 | 12.2583 | 15.5916 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 672088 | -98754 | -555846 | -186957 | -237764 | -695580 |
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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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