Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941793.4073 | 829606.8639 | 112186.5434 | 8890146.7141 | 8105798.5595 | 784348.1545 |
Total P&L (%) | 941.7934 | 829.6069 | 112.1865 | 8890.1467 | 8105.7986 | 784.3482 |
Avg Daily Profit (%) | 0.3768 | 0.332 | 0.0449 | 0.1802 | 0.1765 | 0.0873 |
Buy And Hold Return (%) | 765.6123 | 765.6123 | 765.6123 | 765.6123 | 765.6123 | 765.6123 |
Max Trade Drawdown | -68472 | -75906 | -51178 | -6239603 | -4820238 | -2107046 |
Profit Factor | 2.5616 | 3.0966 | 1.5409 | 1.5884 | 1.8101 | 1.1537 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 49.635 | 50 | 49.2754 | 49.635 | 50 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.5993 | 3.0966 | 1.5863 | 1.6118 | 1.8101 | 1.1877 |
Largest Winning Trade | 312859 | 312859 | 39145 | 5997891 | 5997891 | 1422754 |
Largest Losing Trade | -37647 | -37647 | -27392 | -4666738 | -4666738 | -1031544 |
Avg Bars in Trades | 105 | 140 | 70 | 105 | 140 | 70 |
Avg Bars in Winners | 130 | 172 | 88 | 130 | 172 | 88 |
Avg Bars in Losers | 80 | 108 | 53 | 80 | 108 | 53 |
Bars Traded | 14442 | 9576 | 4866 | 14442 | 9576 | 4866 |
Profit Streak | 67.623 | 107.623 | 67.623 | 67.623 | 107.623 | 67.623 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78561 | -232517 | -397744 | 432597 | -96555 | -387334 |
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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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