Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153266.7712 | 1059910.9147 | 93355.8565 | 6974720.8177 | 6492437.3656 | 482283.452 |
Total P&L (%) | 1153.2668 | 1059.9109 | 93.3559 | 6974.7208 | 6492.4374 | 482.2835 |
Avg Daily Profit (%) | 0.634 | 0.5827 | 0.0513 | 0.2344 | 0.2305 | 0.0969 |
Buy And Hold Return (%) | 750.9844 | 750.9844 | 750.9844 | 750.9844 | 750.9844 | 750.9844 |
Max Trade Drawdown | -52449 | -44062 | -42174 | -5867506 | -4712595 | -3851636 |
Profit Factor | 3.5859 | 5.7183 | 1.4218 | 1.2673 | 1.513 | 1.0359 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 49.1803 | 50.8197 | 47.541 | 49.1803 | 50.8197 | 47.541 |
Ratio Avg Win / Avg Loss | 3.7054 | 5.5338 | 1.5688 | 1.3096 | 1.4642 | 1.1431 |
Largest Winning Trade | 508573 | 508573 | 76695 | 7324860 | 7324860 | 2579666 |
Largest Losing Trade | -28585 | -28585 | -24620 | -1594718 | -1505573 | -1594718 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 84 | 64 | 105 | 84 | 64 | 105 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 6993 | 3003 | 3990 | 6993 | 3003 | 3990 |
Profit Streak | 12.8886 | 0 | 22.8886 | 12.8886 | 0 | 22.8886 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328895 | -179742 | -450303 | 317922 | -151890 | -572512 |
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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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