Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515551.9665 | 1237313.4133 | 278238.5532 | 23390162.3979 | 9876084.8259 | 13514077.572 |
Total P&L (%) | 1515.552 | 1237.3134 | 278.2386 | 23390.1624 | 9876.0848 | 13514.0776 |
Avg Daily Profit (%) | 0.6524 | 0.5326 | 0.1198 | 0.2353 | 0.1983 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91532 | -146075 | -126712 | -17474834 | -16292580 | -14000217 |
Profit Factor | 2.2588 | 2.9673 | 1.4839 | 1.2294 | 1.1729 | 1.3012 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 121 | 52 | 69 | 121 | 52 | 69 |
Losing Trades | 129 | 73 | 56 | 129 | 73 | 56 |
Profitability (%) | 48.4 | 41.6 | 55.2 | 48.4 | 41.6 | 55.2 |
Ratio Avg Win / Avg Loss | 2.4081 | 4.1657 | 1.2043 | 1.3106 | 1.6466 | 1.056 |
Largest Winning Trade | 609313 | 609313 | 62658 | 14246279 | 14246279 | 9492745 |
Largest Losing Trade | -55884 | -55884 | -51103 | -7375393 | -7375393 | -5313694 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 6860 | 3863 | 2997 | 6860 | 3863 | 2997 |
Profit Streak | 24.5998 | 24.5998 | 30.9332 | 24.5998 | 24.5998 | 30.9332 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655012 | 489691 | -30627 | 359355 | -24117 | 341961 |
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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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