Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901132.4884 | 815111.5962 | 86020.8922 | 4124216.9002 | 1857464.8951 | 2266752.0051 |
Total P&L (%) | 901.1325 | 815.1116 | 86.0209 | 4124.2169 | 1857.4649 | 2266.752 |
Avg Daily Profit (%) | 0.3604 | 0.326 | 0.0344 | 0.1498 | 0.119 | 0.1266 |
Buy And Hold Return (%) | 427.0565 | 427.0565 | 427.0565 | 427.0565 | 427.0565 | 427.0565 |
Max Trade Drawdown | -176448 | -94665 | -148379 | -910359 | -854359 | -318544 |
Profit Factor | 2.0976 | 2.9562 | 1.2127 | 2.0282 | 1.6341 | 3.0951 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 47.541 | 47.541 | 47.541 | 47.541 | 47.541 | 47.541 |
Ratio Avg Win / Avg Loss | 2.3146 | 3.262 | 1.3382 | 2.238 | 1.8032 | 3.4153 |
Largest Winning Trade | 223434 | 223434 | 55127 | 1476493 | 1287363 | 1476493 |
Largest Losing Trade | -56865 | -56865 | -41847 | -854359 | -854359 | -126905 |
Avg Bars in Trades | 79 | 88 | 70 | 79 | 88 | 70 |
Avg Bars in Winners | 118 | 121 | 114 | 118 | 121 | 114 |
Avg Bars in Losers | 44 | 59 | 29 | 44 | 59 | 29 |
Bars Traded | 9697 | 5419 | 4278 | 9697 | 5419 | 4278 |
Profit Streak | 0 | 0 | 89.1204 | 0 | 0 | 89.1204 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237955 | -155374 | -475238 | 381999 | -195139 | -180839 |
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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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