Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075518.3699 | 930909.9771 | 144608.3928 | 16663987.3001 | 10870181.5433 | 5793805.7568 |
Total P&L (%) | 1075.5184 | 930.91 | 144.6084 | 16663.9873 | 10870.1815 | 5793.8058 |
Avg Daily Profit (%) | 0.5891 | 0.5099 | 0.0792 | 0.2809 | 0.2576 | 0.2235 |
Buy And Hold Return (%) | 683.5942 | 683.5942 | 683.5942 | 683.5942 | 683.5942 | 683.5942 |
Max Trade Drawdown | -63241 | -59919 | -64191 | -15931181 | -7394430 | -12169073 |
Profit Factor | 2.5615 | 4.0726 | 1.3748 | 1.3266 | 1.5114 | 1.1946 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 45.6522 | 40.5797 | 50.7246 | 45.6522 | 40.5797 | 50.7246 |
Ratio Avg Win / Avg Loss | 3.0494 | 5.9634 | 1.3355 | 1.5793 | 2.2131 | 1.1605 |
Largest Winning Trade | 310393 | 310393 | 74922 | 7467499 | 7467499 | 6675605 |
Largest Losing Trade | -40805 | -24438 | -40805 | -7030098 | -2086095 | -7030098 |
Avg Bars in Trades | 155 | 145 | 165 | 155 | 145 | 165 |
Avg Bars in Winners | 221 | 207 | 231 | 221 | 207 | 231 |
Avg Bars in Losers | 100 | 102 | 98 | 100 | 102 | 98 |
Bars Traded | 21467 | 10024 | 11443 | 21467 | 10024 | 11443 |
Profit Streak | 16.1045 | 20.6878 | 16.1045 | 16.1045 | 20.6878 | 16.1045 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225284 | -140489 | -353445 | 353920 | -94051 | -99191 |
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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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