Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450385.341 | 1363753.453 | 86631.8881 | 3654658.8987 | 3041025.5359 | 613633.3629 |
Total P&L (%) | 1450.3853 | 1363.7535 | 86.6319 | 3654.6589 | 3041.0255 | 613.6334 |
Avg Daily Profit (%) | 0.8 | 0.7522 | 0.0478 | 0.2002 | 0.1903 | 0.1085 |
Buy And Hold Return (%) | 617.9342 | 617.9342 | 617.9342 | 617.9342 | 617.9342 | 617.9342 |
Max Trade Drawdown | -95153 | -111208 | -65612 | -7044491 | -7285190 | -3698608 |
Profit Factor | 3.2681 | 4.1683 | 1.4144 | 1.1095 | 1.1381 | 1.0541 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 51.634 | 50 | 53.2468 | 51.634 | 50 | 53.2468 |
Ratio Avg Win / Avg Loss | 3.0612 | 4.1683 | 1.2419 | 1.0393 | 1.1381 | 0.9256 |
Largest Winning Trade | 678188 | 678188 | 61058 | 7421080 | 7421080 | 2830881 |
Largest Losing Trade | -40153 | -40153 | -21462 | -3172857 | -3172857 | -1260943 |
Avg Bars in Trades | 32 | 49 | 16 | 32 | 49 | 16 |
Avg Bars in Winners | 40 | 62 | 20 | 40 | 62 | 20 |
Avg Bars in Losers | 24 | 35 | 11 | 24 | 35 | 11 |
Bars Traded | 5005 | 3726 | 1279 | 5005 | 3726 | 1279 |
Profit Streak | 80.653 | 80.653 | 90.9863 | 80.653 | 80.653 | 90.9863 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623250 | -34062 | -333987 | -90257 | -110595 | -416141 |
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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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