Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2323970.4742 | 2109576.0274 | 214394.4467 | 14395158.3055 | 4765352.1755 | 9629806.13 |
Total P&L (%) | 2323.9705 | 2109.576 | 214.3944 | 14395.1583 | 4765.3522 | 9629.8061 |
Avg Daily Profit (%) | 1.0052 | 0.9124 | 0.0927 | 0.2155 | 0.1682 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76136 | -108663 | -88270 | -5830096 | -7252258 | -4392465 |
Profit Factor | 3.9144 | 5.9084 | 1.5832 | 1.3195 | 1.1797 | 1.5195 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 45.614 | 41.8605 | 49.4118 | 45.614 | 41.8605 | 49.4118 |
Ratio Avg Win / Avg Loss | 4.6672 | 8.2061 | 1.6209 | 1.5733 | 1.6385 | 1.5557 |
Largest Winning Trade | 1726423 | 1726423 | 80679 | 7257113 | 7257113 | 5352669 |
Largest Losing Trade | -32215 | -30565 | -32215 | -2949114 | -2949114 | -1649690 |
Avg Bars in Trades | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Winners | 81 | 72 | 88 | 81 | 72 | 88 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 8898 | 3800 | 5098 | 8898 | 3800 | 5098 |
Profit Streak | 0 | 0 | 16.6128 | 0 | 0 | 16.6128 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 703186 | 656466 | -65726 | 312278 | -17436 | 398583 |
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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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