Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290565.0073 | 1067099.5376 | 223465.4697 | 9558508.8274 | 5040462.9476 | 4518045.8799 |
Total P&L (%) | 1290.565 | 1067.0995 | 223.4655 | 9558.5088 | 5040.4629 | 4518.0459 |
Avg Daily Profit (%) | 0.5407 | 0.447 | 0.0936 | 0.1917 | 0.1652 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88556 | -84901 | -86651 | -2002917 | -2176840 | -2081640 |
Profit Factor | 2.7758 | 4.3832 | 1.5433 | 1.5684 | 1.6053 | 1.5323 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 53.8961 | 53.2468 | 54.5455 | 53.8961 | 53.2468 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3745 | 3.8486 | 1.2861 | 1.3417 | 1.4095 | 1.2769 |
Largest Winning Trade | 524167 | 524167 | 72158 | 2236859 | 1748280 | 2236859 |
Largest Losing Trade | -61334 | -31156 | -61334 | -1602396 | -1602396 | -1472106 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 64 | 51 | 77 | 64 | 51 | 77 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 6966 | 3018 | 3948 | 6966 | 3018 | 3948 |
Profit Streak | 0 | 20.6847 | 0 | 0 | 20.6847 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632120 | -22987 | -107780 | 396098 | -30811 | -32163 |
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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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