Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464934.1518 | 1363338.872 | 101595.2798 | 5956329.6995 | 3997079.0701 | 1959250.6294 |
Total P&L (%) | 1464.9342 | 1363.3389 | 101.5953 | 5956.3297 | 3997.0791 | 1959.2506 |
Avg Daily Profit (%) | 0.8077 | 0.7517 | 0.056 | 0.2265 | 0.2049 | 0.1669 |
Buy And Hold Return (%) | 520.0234 | 520.0234 | 520.0234 | 520.0234 | 520.0234 | 520.0234 |
Max Trade Drawdown | -117970 | -91940 | -39386 | -12767735 | -10435804 | -3493130 |
Profit Factor | 3.2906 | 4.4382 | 1.4181 | 1.1877 | 1.1913 | 1.1807 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 40.107 | 33.3333 | 46.8085 | 40.107 | 33.3333 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.914 | 8.8764 | 1.6114 | 1.7736 | 2.3827 | 1.3417 |
Largest Winning Trade | 792754 | 792754 | 64007 | 6246924 | 6246924 | 1601941 |
Largest Losing Trade | -19279 | -19279 | -17315 | -2290306 | -2290306 | -1054977 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 65 | 95 | 44 | 65 | 95 | 44 |
Avg Bars in Losers | 18 | 23 | 12 | 18 | 23 | 12 |
Bars Traded | 6954 | 4392 | 2562 | 6954 | 4392 | 2562 |
Profit Streak | 64.9381 | 65.9381 | 64.9381 | 64.9381 | 65.9381 | 64.9381 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514577 | 376557 | -282689 | -6591 | -7096 | -17179 |
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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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