Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432330.6726 | 376898.8717 | 55431.8009 | 11960621.2771 | 5322173.6137 | 6638447.6634 |
Total P&L (%) | 432.3307 | 376.8989 | 55.4318 | 11960.6213 | 5322.1736 | 6638.4477 |
Avg Daily Profit (%) | 0.2 | 0.1743 | 0.0256 | 0.2219 | 0.1849 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -410984 | -77395 | -408678 | -2453042 | -1630481 | -2262760 |
Profit Factor | 1.5001 | 2.412 | 1.0928 | 1.8068 | 1.7847 | 1.8254 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 90 | 45 | 45 | 90 | 46 | 44 |
Losing Trades | 32 | 16 | 16 | 32 | 15 | 17 |
Profitability (%) | 73.7705 | 73.7705 | 73.7705 | 73.7705 | 75.4098 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.5334 | 0.8576 | 0.3885 | 0.6424 | 0.582 | 0.7053 |
Largest Winning Trade | 63567 | 63567 | 56714 | 1839105 | 1375185 | 1839105 |
Largest Losing Trade | -235546 | -52264 | -235546 | -1962865 | -1543103 | -1962865 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 27 | 34 | 21 | 29 | 35 | 23 |
Avg Bars in Losers | 52 | 53 | 51 | 48 | 50 | 46 |
Bars Traded | 4213 | 2406 | 1807 | 4213 | 2406 | 1807 |
Profit Streak | 22.4724 | 22.4724 | 135.9724 | 22.4724 | 22.4724 | 135.9724 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446742 | -148831 | -436659 | 504845 | -149323 | -148438 |
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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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