Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013683.7205 | 877038.1248 | 136645.5957 | 14038336.2792 | 11037018.8092 | 3001317.47 |
Total P&L (%) | 1013.6837 | 877.0381 | 136.6456 | 14038.3363 | 11037.0188 | 3001.3175 |
Avg Daily Profit (%) | 0.5511 | 0.4768 | 0.0743 | 0.2695 | 0.2565 | 0.1869 |
Buy And Hold Return (%) | 688.1397 | 688.1397 | 688.1397 | 688.1397 | 688.1397 | 688.1397 |
Max Trade Drawdown | -64787 | -70495 | -66529 | -9105998 | -7399628 | -5297976 |
Profit Factor | 2.5777 | 3.9464 | 1.3962 | 1.3751 | 1.594 | 1.1593 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.1505 | 5.9197 | 1.3962 | 1.6807 | 2.391 | 1.1593 |
Largest Winning Trade | 230769 | 230769 | 59580 | 5453241 | 5453241 | 3960858 |
Largest Losing Trade | -57407 | -24328 | -57407 | -3418073 | -2856004 | -3418073 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3586 | 1779 | 1807 | 3586 | 1779 | 1807 |
Profit Streak | 28.5008 | 112.5008 | 0 | 28.5008 | 112.5008 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3452 | -234666 | -428047 | 341212 | -160203 | -208501 |
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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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