Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292789.2581 | 1132191.4818 | 160597.7762 | 2851118.5662 | -192779.6755 | 3043898.2417 |
Total P&L (%) | 1292.7893 | 1132.1915 | 160.5978 | 2851.1186 | -192.7797 | 3043.8982 |
Avg Daily Profit (%) | 0.6934 | 0.6073 | 0.0861 | 0.1817 | 0 | 0.1851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84084 | -90184 | -54639 | -3823927 | -3235568 | -2182035 |
Profit Factor | 3.2811 | 4.9268 | 1.5768 | 1.1708 | 0.9784 | 1.3925 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 49.359 | 46.1538 | 52.5641 | 49.359 | 46.1538 | 52.5641 |
Ratio Avg Win / Avg Loss | 3.3664 | 5.7479 | 1.423 | 1.2012 | 1.1415 | 1.2566 |
Largest Winning Trade | 1051729 | 1051729 | 56166 | 2414201 | 2414201 | 1285845 |
Largest Losing Trade | -32930 | -24731 | -32930 | -1048517 | -1048517 | -913222 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 49 | 41 | 55 | 49 | 41 | 55 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 5340 | 2142 | 3198 | 5340 | 2142 | 3198 |
Profit Streak | 6.7706 | 17.4373 | 6.7706 | 6.7706 | 17.4373 | 6.7706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 729200 | -15847 | -109613 | -22999 | -614219 | -24879 |
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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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