Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184649.2462 | 990231.2354 | 194418.0108 | 5360292.743 | 2174176.4762 | 3186116.2668 |
Total P&L (%) | 1184.6492 | 990.2312 | 194.418 | 5360.2927 | 2174.1765 | 3186.1163 |
Avg Daily Profit (%) | 0.5104 | 0.4267 | 0.0838 | 0.1725 | 0.1347 | 0.1506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131592 | -97732 | -220045 | -2635410 | -2400367 | -1696926 |
Profit Factor | 2.1079 | 2.7973 | 1.3751 | 1.5973 | 1.4303 | 1.8124 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 45.4545 | 42.8571 | 48.0519 | 45.4545 | 42.8571 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.5295 | 3.7298 | 1.4866 | 1.9167 | 1.907 | 1.9593 |
Largest Winning Trade | 460285 | 460285 | 61962 | 2900173 | 2900173 | 1670698 |
Largest Losing Trade | -40922 | -40922 | -38791 | -1695981 | -1166035 | -1695981 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 125 | 122 | 128 | 125 | 122 | 128 |
Avg Bars in Losers | 55 | 60 | 51 | 55 | 60 | 51 |
Bars Traded | 13497 | 6692 | 6805 | 13497 | 6692 | 6805 |
Profit Streak | 16.7913 | 0 | 26.2913 | 16.7913 | 0 | 26.2913 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515196 | -29421 | -122742 | 375327 | -55526 | -31120 |
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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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