Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2831154.9091 | 2695243.951 | 135910.9581 | 5367093.1862 | 5054820.7494 | 312272.4368 |
Total P&L (%) | 2831.1549 | 2695.244 | 135.911 | 5367.0932 | 5054.8207 | 312.2724 |
Avg Daily Profit (%) | 1.2169 | 1.1585 | 0.0584 | 0.1721 | 0.1696 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92508 | -124963 | -86909 | -9171421 | -11431342 | -8094804 |
Profit Factor | 4.5854 | 7.401 | 1.3687 | 1.0873 | 1.1481 | 1.0114 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 31.0127 | 29.1139 | 32.9114 | 31.0127 | 29.1139 | 32.9114 |
Ratio Avg Win / Avg Loss | 10.2001 | 18.0199 | 2.7901 | 2.4188 | 2.7953 | 2.0618 |
Largest Winning Trade | 2417822 | 2417822 | 63056 | 9400828 | 9400828 | 4661603 |
Largest Losing Trade | -55219 | -55219 | -31243 | -6656277 | -6656277 | -3339154 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Losers | 15 | 22 | 7 | 15 | 22 | 7 |
Bars Traded | 4411 | 2499 | 1912 | 4411 | 2499 | 1912 |
Profit Streak | 0 | 0 | 25.3294 | 0 | 0 | 25.3294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530655 | -16635 | -146082 | -121817 | -87424 | -351219 |
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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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