Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280352.739 | 1124960.6082 | 155392.1308 | 1790272.5816 | 311113.5929 | 1479158.9886 |
Total P&L (%) | 1280.3527 | 1124.9606 | 155.3921 | 1790.2726 | 311.1136 | 1479.159 |
Avg Daily Profit (%) | 0.5282 | 0.4641 | 0.0641 | 0.1213 | 0.0583 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142681 | -65480 | -92166 | -1267110 | -1023071 | -931914 |
Profit Factor | 2.8283 | 4.1029 | 1.4601 | 1.2472 | 1.081 | 1.4347 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 55.8824 | 54.4118 | 57.3529 | 55.8824 | 54.4118 | 57.3529 |
Ratio Avg Win / Avg Loss | 2.2328 | 3.4376 | 1.0857 | 0.9847 | 0.9057 | 1.0669 |
Largest Winning Trade | 881334 | 881334 | 67443 | 1099235 | 1099235 | 815700 |
Largest Losing Trade | -49831 | -47242 | -49831 | -743763 | -519570 | -743763 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 42 | 32 | 52 | 42 | 32 | 52 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 4689 | 2034 | 2655 | 4689 | 2034 | 2655 |
Profit Streak | 0 | 0 | 24.6292 | 0 | 0 | 24.6292 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625113 | -90898 | -213953 | -31396 | -356400 | -147292 |
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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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