Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629681.8305 | 1538192.5068 | 91489.3238 | 1727622.2986 | 463810.0202 | 1263812.2783 |
Total P&L (%) | 1629.6818 | 1538.1925 | 91.4893 | 1727.6223 | 463.81 | 1263.8123 |
Avg Daily Profit (%) | 0.882 | 0.8325 | 0.0495 | 0.1574 | 0.0937 | 0.1415 |
Buy And Hold Return (%) | 74.4034 | 74.4034 | 74.4034 | 74.4034 | 74.4034 | 74.4034 |
Max Trade Drawdown | -84241 | -56712 | -83268 | -2160430 | -1784411 | -886765 |
Profit Factor | 3.8434 | 6.359 | 1.3198 | 1.1947 | 1.0927 | 1.3264 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 42.1488 | 39.3443 | 45 | 42.1488 | 39.3443 | 45 |
Ratio Avg Win / Avg Loss | 5.2752 | 9.8035 | 1.613 | 1.6397 | 1.6846 | 1.6212 |
Largest Winning Trade | 1423051 | 1423051 | 63460 | 1299166 | 1299166 | 1052790 |
Largest Losing Trade | -39452 | -39452 | -27831 | -738635 | -738635 | -560306 |
Avg Bars in Trades | 87 | 65 | 109 | 87 | 65 | 109 |
Avg Bars in Winners | 128 | 91 | 160 | 128 | 91 | 160 |
Avg Bars in Losers | 57 | 48 | 67 | 57 | 48 | 67 |
Bars Traded | 10581 | 4009 | 6572 | 10581 | 4009 | 6572 |
Profit Streak | 42.7527 | 42.7527 | 47.2527 | 42.7527 | 42.7527 | 47.2527 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 663802 | -143827 | -389939 | 23298 | -351438 | -172483 |
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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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