Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456966.0601 | 287539.7733 | 169426.2868 | 2410085.4876 | 1594786.9874 | 815298.5002 |
Total P&L (%) | 456.9661 | 287.5398 | 169.4263 | 2410.0855 | 1594.787 | 815.2985 |
Avg Daily Profit (%) | 0.1913 | 0.1204 | 0.0709 | 0.135 | 0.1185 | 0.0927 |
Buy And Hold Return (%) | 123.4032 | 123.4032 | 123.4032 | 123.4032 | 123.4032 | 123.4032 |
Max Trade Drawdown | -83598 | -91004 | -69372 | -800998 | -834720 | -584203 |
Profit Factor | 2.9445 | 3.6714 | 2.3302 | 2.245 | 2.7455 | 1.7976 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 87.5 | 89.0625 | 85.9375 | 87.5 | 89.0625 | 85.9375 |
Ratio Avg Win / Avg Loss | 0.4206 | 0.4509 | 0.3813 | 0.3207 | 0.3372 | 0.2942 |
Largest Winning Trade | 36601 | 36601 | 30141 | 309098 | 309098 | 191550 |
Largest Losing Trade | -69372 | -61240 | -69372 | -693938 | -693938 | -584203 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 214 | 279 | 163 | 214 | 279 | 163 |
Bars Traded | 6188 | 3348 | 2840 | 6188 | 3348 | 2840 |
Profit Streak | 53.405 | 545.0717 | 53.405 | 53.405 | 545.0717 | 53.405 |
Trades During Streak | 7 | 17 | 3 | 7 | 17 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530612 | -165847 | -279643 | -4064 | -164756 | -201698 |
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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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