Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996334.2379 | 854588.5587 | 141745.6792 | 19062138.9823 | 17031894.5689 | 2030244.4134 |
Total P&L (%) | 996.3342 | 854.5886 | 141.7457 | 19062.139 | 17031.8946 | 2030.2444 |
Avg Daily Profit (%) | 0.3985 | 0.3418 | 0.0567 | 0.2104 | 0.2059 | 0.1224 |
Buy And Hold Return (%) | 702.7023 | 702.7023 | 702.7023 | 702.7023 | 702.7023 | 702.7023 |
Max Trade Drawdown | -103980 | -80113 | -47472 | -7218573 | -6086226 | -1740888 |
Profit Factor | 2.6549 | 3.5433 | 1.5328 | 2.2054 | 2.5982 | 1.3937 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 36.6864 | 35.7143 | 37.6471 | 36.6864 | 35.7143 | 37.6471 |
Ratio Avg Win / Avg Loss | 4.5818 | 6.3779 | 2.5387 | 3.8061 | 4.6768 | 2.3083 |
Largest Winning Trade | 359608 | 359608 | 49527 | 11609676 | 11609676 | 1628859 |
Largest Losing Trade | -38219 | -38219 | -23213 | -5609371 | -5609371 | -1315567 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 7286 | 3617 | 3669 | 7286 | 3617 | 3669 |
Profit Streak | 89.1906 | 89.1906 | 180.524 | 89.1906 | 89.1906 | 180.524 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23909 | -87882 | -284125 | 338136 | 277802 | -34362 |
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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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