Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274105.9752 | 1166411.8887 | 107694.0865 | 7273666.6296 | 4932874.7977 | 2340791.8319 |
Total P&L (%) | 1274.106 | 1166.4119 | 107.6941 | 7273.6666 | 4932.8748 | 2340.7918 |
Avg Daily Profit (%) | 0.7005 | 0.6413 | 0.0592 | 0.2367 | 0.2157 | 0.1758 |
Buy And Hold Return (%) | 658.2536 | 658.2536 | 658.2536 | 658.2536 | 658.2536 | 658.2536 |
Max Trade Drawdown | -113278 | -86155 | -85251 | -1509089 | -851162 | -1349307 |
Profit Factor | 3.1038 | 4.6925 | 1.3717 | 1.7297 | 2.038 | 1.4488 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 54.6667 | 49.3333 | 60 | 54.6667 | 49.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.5739 | 4.8194 | 0.9145 | 1.4344 | 2.0931 | 0.9658 |
Largest Winning Trade | 526932 | 526932 | 72568 | 1875363 | 1620561 | 1875363 |
Largest Losing Trade | -53558 | -53558 | -37590 | -829955 | -656098 | -829955 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 6957 | 3244 | 3714 | 6957 | 3244 | 3714 |
Profit Streak | 17.2936 | 0 | 20.7936 | 17.2936 | 0 | 20.7936 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463960 | -46247 | -335609 | 449247 | -45172 | -50290 |
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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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