Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062645.3253 | 923013.929 | 139631.3963 | 13026969.5084 | 10620857.0835 | 2406112.4249 |
Total P&L (%) | 1062.6453 | 923.0139 | 139.6314 | 13026.9695 | 10620.8571 | 2406.1124 |
Avg Daily Profit (%) | 0.425 | 0.3692 | 0.0558 | 0.1953 | 0.1871 | 0.1289 |
Buy And Hold Return (%) | 617.9712 | 617.9712 | 617.9712 | 617.9712 | 617.9712 | 617.9712 |
Max Trade Drawdown | -121439 | -86913 | -82718 | -3177639 | -905082 | -2272557 |
Profit Factor | 2.6592 | 3.5136 | 1.511 | 3.7419 | 7.1782 | 1.7936 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 58.156 | 62.8571 | 53.5211 | 58.156 | 62.8571 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.9133 | 2.0762 | 1.3122 | 2.6924 | 4.2417 | 1.5576 |
Largest Winning Trade | 365322 | 365322 | 52539 | 4502528 | 4502528 | 2381567 |
Largest Losing Trade | -62578 | -49931 | -62578 | -1234132 | -531224 | -1234132 |
Avg Bars in Trades | 68 | 95 | 42 | 68 | 95 | 42 |
Avg Bars in Winners | 80 | 109 | 46 | 80 | 109 | 46 |
Avg Bars in Losers | 52 | 71 | 37 | 52 | 71 | 37 |
Bars Traded | 9684 | 6668 | 3015 | 9684 | 6668 | 3015 |
Profit Streak | 108.862 | 110.112 | 108.862 | 108.862 | 110.112 | 108.862 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311881 | -87970 | -368409 | 621289 | -75495 | -105069 |
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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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