Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050434.4892 | 961151.1941 | 89283.2951 | 10433998.0423 | 8252780.4576 | 2181217.5847 |
Total P&L (%) | 1050.4345 | 961.1512 | 89.2833 | 10433.998 | 8252.7805 | 2181.2176 |
Avg Daily Profit (%) | 0.4772 | 0.4366 | 0.0406 | 0.2118 | 0.2012 | 0.1422 |
Buy And Hold Return (%) | 798.7634 | 798.7634 | 798.7634 | 798.7634 | 798.7634 | 798.7634 |
Max Trade Drawdown | -99075 | -53441 | -100566 | -2521076 | -1418837 | -2590144 |
Profit Factor | 2.6344 | 5.0359 | 1.2207 | 1.8447 | 2.6313 | 1.2991 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 44.6927 | 40 | 49.4382 | 44.6927 | 40 | 49.4382 |
Ratio Avg Win / Avg Loss | 3.2601 | 7.5538 | 1.2484 | 2.2828 | 3.9469 | 1.3286 |
Largest Winning Trade | 409137 | 409137 | 69769 | 4636623 | 4636623 | 1230837 |
Largest Losing Trade | -48871 | -19243 | -48871 | -1453024 | -657516 | -1453024 |
Avg Bars in Trades | 46 | 28 | 63 | 46 | 28 | 63 |
Avg Bars in Winners | 75 | 52 | 94 | 75 | 52 | 94 |
Avg Bars in Losers | 22 | 12 | 33 | 22 | 12 | 33 |
Bars Traded | 8236 | 2567 | 5669 | 8236 | 2567 | 5669 |
Profit Streak | 23.9838 | 23.9838 | 24.9838 | 23.9838 | 23.9838 | 24.9838 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51943 | -87541 | -304414 | 432661 | 366226 | -5611 |
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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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