Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1669889.7473 | 1475429.1602 | 194460.5871 | 3739745.9672 | 3077754.9763 | 661990.9909 |
Total P&L (%) | 1669.8897 | 1475.4292 | 194.4606 | 3739.746 | 3077.755 | 661.991 |
Avg Daily Profit (%) | 0.6993 | 0.6179 | 0.0814 | 0.1529 | 0.1449 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168126 | -81195 | -182409 | -6207786 | -5004923 | -4464751 |
Profit Factor | 2.0617 | 3.0841 | 1.2248 | 1.0857 | 1.1485 | 1.0289 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Losing Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Profitability (%) | 50 | 50.5435 | 49.4565 | 50 | 50.5435 | 49.4565 |
Ratio Avg Win / Avg Loss | 2.0617 | 3.0177 | 1.2517 | 1.0857 | 1.1238 | 1.0515 |
Largest Winning Trade | 1200209 | 1200209 | 69341 | 2705058 | 2705058 | 2320352 |
Largest Losing Trade | -41170 | -32020 | -41170 | -2286106 | -2286106 | -1442438 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 4659 | 2159 | 2500 | 4659 | 2159 | 2500 |
Profit Streak | 0 | 32.9402 | 0 | 0 | 32.9402 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 663337 | 709485 | -84131 | -116428 | -54055 | -267237 |
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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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