Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1875934.0552 | 1788539.9285 | 87394.1266 | 2833624.1441 | 2221416.7599 | 612207.3842 |
Total P&L (%) | 1875.9341 | 1788.5399 | 87.3941 | 2833.6241 | 2221.4168 | 612.2074 |
Avg Daily Profit (%) | 0.8289 | 0.7903 | 0.0386 | 0.1494 | 0.139 | 0.0868 |
Buy And Hold Return (%) | 380.2721 | 380.2721 | 380.2721 | 380.2721 | 380.2721 | 380.2721 |
Max Trade Drawdown | -100872 | -54521 | -63521 | -3823227 | -2489774 | -1780277 |
Profit Factor | 3.7774 | 6.2171 | 1.2627 | 1.2333 | 1.3312 | 1.1126 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 66.1417 | 65.625 | 66.6667 | 66.1417 | 65.625 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.9336 | 3.2566 | 0.6314 | 0.6313 | 0.6973 | 0.5563 |
Largest Winning Trade | 1120893 | 1120893 | 58742 | 3004465 | 3004465 | 898644 |
Largest Losing Trade | -68141 | -48091 | -68141 | -2269576 | -2269576 | -1370911 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 39 | 22 | 57 | 39 | 22 | 57 |
Avg Bars in Losers | 110 | 116 | 103 | 110 | 116 | 103 |
Bars Traded | 8057 | 3493 | 4564 | 8057 | 3493 | 4564 |
Profit Streak | 47.548 | 47.548 | 311.048 | 47.548 | 47.548 | 311.048 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 817196 | -115723 | -451999 | 317741 | -144896 | -327594 |
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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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