Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556555.9108 | 1443733.5885 | 112822.3223 | 7104570.6683 | 4639912.6504 | 2464658.018 |
Total P&L (%) | 1556.5559 | 1443.7336 | 112.8223 | 7104.5707 | 4639.9127 | 2464.658 |
Avg Daily Profit (%) | 0.852 | 0.7902 | 0.0618 | 0.2344 | 0.2114 | 0.1777 |
Buy And Hold Return (%) | 833.0422 | 833.0422 | 833.0422 | 833.0422 | 833.0422 | 833.0422 |
Max Trade Drawdown | -114258 | -107014 | -49387 | -11272692 | -8760068 | -6104806 |
Profit Factor | 4.2967 | 6.6215 | 1.5239 | 1.1866 | 1.2203 | 1.1449 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 45.3901 | 41.4286 | 49.2958 | 45.3901 | 41.4286 | 49.2958 |
Ratio Avg Win / Avg Loss | 5.1694 | 9.3614 | 1.5675 | 1.4276 | 1.7253 | 1.1776 |
Largest Winning Trade | 891240 | 891240 | 56824 | 11942407 | 11942407 | 4751109 |
Largest Losing Trade | -21842 | -21842 | -21336 | -2647035 | -2647035 | -2315381 |
Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Winners | 33 | 40 | 28 | 33 | 40 | 28 |
Avg Bars in Losers | 16 | 13 | 18 | 16 | 13 | 18 |
Bars Traded | 3419 | 1744 | 1675 | 3419 | 1744 | 1675 |
Profit Streak | 52.0427 | 0 | 67.5427 | 52.0427 | 0 | 67.5427 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437280 | -84571 | -360078 | -7517 | -89623 | -142868 |
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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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