Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909304.7132 | 812215.4625 | 97089.2507 | 7693761.299 | 6522180.7593 | 1171580.5397 |
Total P&L (%) | 909.3047 | 812.2155 | 97.0893 | 7693.7613 | 6522.1808 | 1171.5805 |
Avg Daily Profit (%) | 0.3637 | 0.3249 | 0.0388 | 0.1744 | 0.1679 | 0.1018 |
Buy And Hold Return (%) | 818.8212 | 818.8212 | 818.8212 | 818.8212 | 818.8212 | 818.8212 |
Max Trade Drawdown | -89544 | -58259 | -44327 | -1815379 | -1412117 | -578834 |
Profit Factor | 2.5027 | 3.5729 | 1.3355 | 2.2411 | 2.623 | 1.5373 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 45.082 | 47.541 | 42.623 | 45.082 | 47.541 | 42.623 |
Ratio Avg Win / Avg Loss | 3.0488 | 3.9425 | 1.7977 | 2.7301 | 2.8944 | 2.0694 |
Largest Winning Trade | 360926 | 360926 | 51831 | 3805857 | 3805857 | 707643 |
Largest Losing Trade | -36397 | -36397 | -34422 | -726808 | -726808 | -305361 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 114 | 116 | 111 | 114 | 116 | 111 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 9607 | 4868 | 4739 | 9607 | 4868 | 4739 |
Profit Streak | 22.8848 | 0 | 80.3848 | 22.8848 | 0 | 80.3848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118233 | -312560 | -469255 | 397528 | -149870 | -249667 |
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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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