Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070536.975 | 992441.4413 | 78095.5337 | 4658134.0288 | 3508159.6955 | 1149974.3333 |
Total P&L (%) | 1070.537 | 992.4414 | 78.0955 | 4658.134 | 3508.1597 | 1149.9743 |
Avg Daily Profit (%) | 0.5865 | 0.5438 | 0.0428 | 0.2118 | 0.1967 | 0.1385 |
Buy And Hold Return (%) | 809.4162 | 809.4162 | 809.4162 | 809.4162 | 809.4162 | 809.4162 |
Max Trade Drawdown | -69707 | -79916 | -83511 | -1303240 | -1273201 | -1342382 |
Profit Factor | 3.1157 | 5.5603 | 1.2708 | 1.5934 | 2.0277 | 1.2592 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 51.5385 | 53.8462 | 49.2308 | 51.5385 | 53.8462 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.9297 | 4.7659 | 1.3105 | 1.4982 | 1.7381 | 1.2985 |
Largest Winning Trade | 461359 | 461359 | 72820 | 2597975 | 2597975 | 1649554 |
Largest Losing Trade | -55242 | -25127 | -55242 | -761753 | -574419 | -761753 |
Avg Bars in Trades | 81 | 75 | 86 | 81 | 75 | 86 |
Avg Bars in Winners | 104 | 88 | 122 | 104 | 88 | 122 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 10542 | 4899 | 5643 | 10542 | 4899 | 5643 |
Profit Streak | 26.1131 | 147.7797 | 26.1131 | 26.1131 | 147.7797 | 26.1131 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46554 | -206077 | -433065 | 386937 | -119892 | -174234 |
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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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