Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511549.7158 | 396641.574 | 114908.1419 | 21711176.8064 | 9381056.0686 | 12330120.7379 |
Total P&L (%) | 511.5497 | 396.6416 | 114.9081 | 21711.1768 | 9381.0561 | 12330.1207 |
Avg Daily Profit (%) | 0.2353 | 0.1824 | 0.0529 | 0.248 | 0.2096 | 0.2221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360455 | -51241 | -370782 | -2145779 | -2264136 | -1191615 |
Profit Factor | 1.6494 | 2.71 | 1.2067 | 2.5889 | 2.2176 | 3.0689 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 98 | 49 | 49 | 94 | 48 | 46 |
Losing Trades | 42 | 21 | 21 | 46 | 22 | 24 |
Profitability (%) | 70 | 70 | 70 | 67.1429 | 68.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.7069 | 1.1614 | 0.5172 | 1.2669 | 1.0164 | 1.6012 |
Largest Winning Trade | 56192 | 56192 | 49526 | 3337497 | 3337497 | 2454375 |
Largest Losing Trade | -199594 | -51241 | -199594 | -1929131 | -1929131 | -1191615 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 25 | 27 | 24 | 26 | 27 | 25 |
Avg Bars in Losers | 39 | 38 | 41 | 36 | 38 | 35 |
Bars Traded | 4204 | 2162 | 2042 | 4204 | 2162 | 2042 |
Profit Streak | 32.7932 | 0 | 45.2932 | 32.7932 | 0 | 45.2932 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438815 | -80057 | -215238 | 554663 | -80544 | -77219 |
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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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