Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144541.6739 | 1127628.3356 | 16913.3383 | 856313.8933 | 1518919.9616 | -662606.0683 |
Total P&L (%) | 1144.5417 | 1127.6283 | 16.9133 | 856.3139 | 1518.92 | -662.6061 |
Avg Daily Profit (%) | 0.6283 | 0.619 | 0.0093 | 0.124 | 0.153 | 0 |
Buy And Hold Return (%) | 680.99 | 680.99 | 680.99 | 680.99 | 680.99 | 680.99 |
Max Trade Drawdown | -106179 | -74069 | -116692 | -1142422 | -567801 | -787866 |
Profit Factor | 2.8318 | 5.4037 | 1.0459 | 1.193 | 1.9014 | 0.7593 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.428 | 6.5413 | 1.266 | 1.4441 | 2.3017 | 0.9191 |
Largest Winning Trade | 687500 | 687500 | 75838 | 858581 | 858581 | 498542 |
Largest Losing Trade | -76122 | -28039 | -76122 | -499431 | -211305 | -499431 |
Avg Bars in Trades | 254 | 237 | 272 | 254 | 237 | 272 |
Avg Bars in Winners | 382 | 351 | 413 | 382 | 351 | 413 |
Avg Bars in Losers | 149 | 142 | 155 | 149 | 142 | 155 |
Bars Traded | 21396 | 9966 | 11430 | 21396 | 9966 | 11430 |
Profit Streak | 20.2165 | 21.9665 | 20.2165 | 20.2165 | 21.9665 | 20.2165 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270772 | 333629 | -517532 | -121533 | 166815 | -582031 |
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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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