Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691971.889 | 619183.7333 | 72788.1556 | 3682026.6063 | 1105645.9317 | 2576380.6747 |
Total P&L (%) | 691.9719 | 619.1837 | 72.7882 | 3682.0266 | 1105.6459 | 2576.3807 |
Avg Daily Profit (%) | 0.3056 | 0.2735 | 0.0322 | 0.1606 | 0.11 | 0.1453 |
Buy And Hold Return (%) | 215.8129 | 215.8129 | 215.8129 | 215.8129 | 215.8129 | 215.8129 |
Max Trade Drawdown | -131235 | -143174 | -59195 | -7698551 | -8213942 | -1833769 |
Profit Factor | 2.0801 | 2.5352 | 1.3067 | 1.1453 | 1.0557 | 1.4703 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 84.7134 | 87.1795 | 82.2785 | 84.7134 | 87.1795 | 82.2785 |
Ratio Avg Win / Avg Loss | 0.3754 | 0.3728 | 0.2814 | 0.2067 | 0.1552 | 0.3167 |
Largest Winning Trade | 90633 | 90633 | 24985 | 2154856 | 2154856 | 1069265 |
Largest Losing Trade | -58148 | -58148 | -49032 | -5162586 | -5162586 | -1589844 |
Avg Bars in Trades | 50 | 97 | 4 | 50 | 97 | 4 |
Avg Bars in Winners | 23 | 42 | 2 | 23 | 42 | 2 |
Avg Bars in Losers | 204 | 471 | 13 | 204 | 471 | 13 |
Bars Traded | 7976 | 7612 | 364 | 7976 | 7612 | 364 |
Profit Streak | 83.2012 | 83.2012 | 299.4512 | 83.2012 | 83.2012 | 299.4512 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507372 | -21138 | -338161 | -47783 | -236547 | -20110 |
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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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