Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717638.355 | 456927.3733 | 260710.9816 | 4486653.1433 | 1000288.7067 | 3486364.4366 |
Total P&L (%) | 717.6384 | 456.9274 | 260.711 | 4486.6531 | 1000.2887 | 3486.3644 |
Avg Daily Profit (%) | 0.4841 | 0.3082 | 0.1759 | 0.2584 | 0.1619 | 0.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75343 | -71903 | -61693 | -5945144 | -3567521 | -2542320 |
Profit Factor | 2.4647 | 2.6128 | 2.2617 | 1.2944 | 1.1124 | 1.55 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 53.9063 | 42.1875 | 65.625 | 53.9063 | 42.1875 | 65.625 |
Ratio Avg Win / Avg Loss | 2.1075 | 3.5805 | 1.1847 | 1.1068 | 1.5244 | 0.8119 |
Largest Winning Trade | 236598 | 236598 | 60811 | 3398699 | 2891839 | 3398699 |
Largest Losing Trade | -50652 | -34335 | -50652 | -1787985 | -1787985 | -1244909 |
Avg Bars in Trades | 44 | 40 | 49 | 44 | 40 | 49 |
Avg Bars in Winners | 57 | 47 | 63 | 57 | 47 | 63 |
Avg Bars in Losers | 30 | 34 | 23 | 30 | 34 | 23 |
Bars Traded | 5746 | 2564 | 3182 | 5746 | 2564 | 3182 |
Profit Streak | 0 | 0 | 22.1844 | 0 | 0 | 22.1844 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576304 | -128967 | -125997 | 339568 | -230550 | -128266 |
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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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