Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705193.963 | 1509487.4846 | 195706.4784 | 34065046.8987 | 17979018.8713 | 16086028.0274 |
Total P&L (%) | 1705.194 | 1509.4875 | 195.7065 | 34065.0469 | 17979.0189 | 16086.028 |
Avg Daily Profit (%) | 0.9001 | 0.7968 | 0.1033 | 0.3084 | 0.2747 | 0.2689 |
Buy And Hold Return (%) | 251.4064 | 251.4064 | 251.4064 | 251.4064 | 251.4064 | 251.4064 |
Max Trade Drawdown | -77103 | -69529 | -42702 | -4318836 | -4141582 | -4771305 |
Profit Factor | 4.7712 | 7.9276 | 1.8354 | 1.976 | 2.0588 | 1.8977 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 42.6667 | 38.6667 | 46.6667 | 42.6667 | 38.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.4113 | 12.5747 | 2.0976 | 2.6553 | 3.2656 | 2.1688 |
Largest Winning Trade | 1079902 | 1079902 | 64669 | 10139874 | 10139874 | 8594239 |
Largest Losing Trade | -27310 | -15154 | -27310 | -2767295 | -1835592 | -2767295 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 3714 | 1600 | 2114 | 3714 | 1600 | 2114 |
Profit Streak | 14.0151 | 98.0151 | 0 | 14.0151 | 98.0151 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 703565 | -38647 | -275342 | 414962 | -47060 | -45747 |
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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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