Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001371.9501 | 891632.8828 | 109739.0673 | 8014590.2777 | 7434096.0553 | 580494.2224 |
Total P&L (%) | 1001.372 | 891.6329 | 109.7391 | 8014.5903 | 7434.0961 | 580.4942 |
Avg Daily Profit (%) | 0.5512 | 0.4908 | 0.0604 | 0.2423 | 0.2382 | 0.1056 |
Buy And Hold Return (%) | 795.7942 | 795.7942 | 795.7942 | 795.7942 | 795.7942 | 795.7942 |
Max Trade Drawdown | -95361 | -53626 | -90927 | -3790576 | -4045567 | -3627578 |
Profit Factor | 2.4833 | 4.0105 | 1.2896 | 1.3311 | 1.7074 | 1.0424 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 45.5882 | 45.5882 | 45.5882 | 45.5882 | 45.5882 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.9639 | 4.7868 | 1.5392 | 1.5888 | 2.0379 | 1.2441 |
Largest Winning Trade | 296195 | 296195 | 72535 | 4395541 | 4395541 | 3665205 |
Largest Losing Trade | -47885 | -21135 | -47885 | -1798704 | -1094714 | -1798704 |
Avg Bars in Trades | 157 | 148 | 167 | 157 | 148 | 167 |
Avg Bars in Winners | 249 | 225 | 274 | 249 | 225 | 274 |
Avg Bars in Losers | 81 | 84 | 78 | 81 | 84 | 78 |
Bars Traded | 21481 | 10100 | 11381 | 21481 | 10100 | 11381 |
Profit Streak | 0 | 14.2593 | 0 | 0 | 14.2593 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70991 | -221297 | -388083 | 303443 | -98980 | -502419 |
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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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