Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3305898.2225 | 3096770.9902 | 209127.2323 | 13976155.9478 | 2496256.431 | 11479899.5168 |
Total P&L (%) | 3305.8982 | 3096.771 | 209.1272 | 13976.1559 | 2496.2564 | 11479.8995 |
Avg Daily Profit (%) | 1.4262 | 1.336 | 0.0902 | 0.2136 | 0.1406 | 0.2052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81080 | -91579 | -64940 | -17705324 | -12507076 | -6310850 |
Profit Factor | 5.7817 | 8.5037 | 1.7505 | 1.2408 | 1.0688 | 1.5279 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 34.375 | 26.5625 | 42.1875 | 34.375 | 26.5625 | 42.1875 |
Ratio Avg Win / Avg Loss | 11.0379 | 23.5103 | 2.3988 | 2.3687 | 2.9548 | 2.0938 |
Largest Winning Trade | 2788560 | 2788560 | 77640 | 10240490 | 10240490 | 9614370 |
Largest Losing Trade | -37260 | -37260 | -21360 | -4458138 | -4458138 | -2999389 |
Avg Bars in Trades | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Winners | 113 | 114 | 113 | 113 | 114 | 113 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 6708 | 2954 | 3754 | 6708 | 2954 | 3754 |
Profit Streak | 15.3306 | 0 | 16.3306 | 15.3306 | 0 | 16.3306 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609269 | -140226 | -211116 | 138016 | -311094 | -131251 |
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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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