Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018465.4202 | 906771.8836 | 111693.5366 | 7825475.1723 | 6079929.7032 | 1745545.4691 |
Total P&L (%) | 1018.4654 | 906.7719 | 111.6935 | 7825.4752 | 6079.9297 | 1745.5455 |
Avg Daily Profit (%) | 0.5593 | 0.498 | 0.0613 | 0.2404 | 0.2267 | 0.1602 |
Buy And Hold Return (%) | 643.9468 | 643.9468 | 643.9468 | 643.9468 | 643.9468 | 643.9468 |
Max Trade Drawdown | -92070 | -53306 | -74549 | -8289163 | -3923391 | -6693651 |
Profit Factor | 2.3519 | 3.8232 | 1.2584 | 1.2798 | 1.5467 | 1.1036 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 47.9532 | 43.5294 | 52.3256 | 47.9532 | 43.5294 | 52.3256 |
Ratio Avg Win / Avg Loss | 2.5526 | 4.9598 | 1.1466 | 1.3891 | 2.0065 | 1.0055 |
Largest Winning Trade | 290023 | 290023 | 72710 | 3684230 | 3684230 | 2592984 |
Largest Losing Trade | -66193 | -22168 | -66193 | -3389996 | -1212726 | -3389996 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 90 | 87 | 92 | 90 | 87 | 92 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 10685 | 4912 | 5773 | 10685 | 4912 | 5773 |
Profit Streak | 21.1854 | 21.1854 | 23.3521 | 21.1854 | 21.1854 | 23.3521 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269174 | -23574 | -275530 | 356797 | 312373 | -100778 |
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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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