Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087789.2825 | 955823.7094 | 131965.5731 | 11682947.4912 | 10935352.2241 | 747595.2671 |
Total P&L (%) | 1087.7893 | 955.8237 | 131.9656 | 11682.9475 | 10935.3522 | 747.5953 |
Avg Daily Profit (%) | 0.5984 | 0.5258 | 0.0726 | 0.2627 | 0.2591 | 0.1176 |
Buy And Hold Return (%) | 640.7316 | 640.7316 | 640.7316 | 640.7316 | 640.7316 | 640.7316 |
Max Trade Drawdown | -72578 | -47989 | -71391 | -9996289 | -6524810 | -6986002 |
Profit Factor | 2.6394 | 4.4845 | 1.339 | 1.2647 | 1.6165 | 1.0283 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 44.9612 | 45.3125 | 44.6154 | 44.9612 | 45.3125 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.231 | 5.4124 | 1.6623 | 1.5482 | 1.951 | 1.2765 |
Largest Winning Trade | 314822 | 314822 | 71243 | 6169602 | 6132521 | 6169602 |
Largest Losing Trade | -66793 | -22168 | -66793 | -4848120 | -3352988 | -4848120 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 122 | 110 | 133 | 122 | 110 | 133 |
Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
Bars Traded | 10684 | 5045 | 5639 | 10684 | 5045 | 5639 |
Profit Streak | 17.2571 | 17.2571 | 20.7571 | 17.2571 | 17.2571 | 20.7571 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267602 | -135255 | -393352 | 338886 | -129108 | -471791 |
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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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