Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1911808.3856 | 1841225.6219 | 70582.7637 | 2654674.1614 | 88696.5544 | 2565977.607 |
Total P&L (%) | 1911.8084 | 1841.2256 | 70.5828 | 2654.6742 | 88.6966 | 2565.9776 |
Avg Daily Profit (%) | 1.0671 | 1.0277 | 0.0394 | 0.1852 | 0.0354 | 0.1834 |
Buy And Hold Return (%) | 304.5619 | 304.5619 | 304.5619 | 304.5619 | 304.5619 | 304.5619 |
Max Trade Drawdown | -83879 | -115273 | -60616 | -4432419 | -5368195 | -1862966 |
Profit Factor | 4.8359 | 8.8006 | 1.269 | 1.1393 | 1.0087 | 1.2893 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 45.8333 | 45 | 46.6667 | 45.8333 | 45 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.7152 | 10.7562 | 1.4503 | 1.3465 | 1.2329 | 1.4735 |
Largest Winning Trade | 1224020 | 1224020 | 66258 | 4500965 | 4500965 | 2571572 |
Largest Losing Trade | -60616 | -30218 | -60616 | -1808019 | -1740405 | -1808019 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 59 | 54 | 65 | 59 | 54 | 65 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 5133 | 2162 | 2971 | 5133 | 2162 | 2971 |
Profit Streak | 16.6567 | 36.6567 | 16.6567 | 16.6567 | 36.6567 | 16.6567 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 747690 | -148433 | -476066 | -59179 | -691958 | -161989 |
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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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