Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902729.1681 | 798795.7072 | 103933.4608 | 7233982.8038 | 5169427.9197 | 2064554.8841 |
Total P&L (%) | 902.7292 | 798.7957 | 103.9335 | 7233.9828 | 5169.4279 | 2064.5549 |
Avg Daily Profit (%) | 0.3612 | 0.3196 | 0.0416 | 0.172 | 0.1587 | 0.1231 |
Buy And Hold Return (%) | 730.5556 | 730.5556 | 730.5556 | 730.5556 | 730.5556 | 730.5556 |
Max Trade Drawdown | -159295 | -116616 | -57943 | -1183534 | -911724 | -566470 |
Profit Factor | 2.3157 | 3.015 | 1.3588 | 2.6803 | 3.0579 | 2.1514 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 51.1111 | 49.2537 | 52.9412 | 51.1111 | 49.2537 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.215 | 3.1063 | 1.2078 | 2.5638 | 3.1505 | 1.9123 |
Largest Winning Trade | 294948 | 294948 | 51316 | 2013176 | 2013176 | 1018838 |
Largest Losing Trade | -50593 | -50593 | -37338 | -566470 | -440236 | -566470 |
Avg Bars in Trades | 107 | 139 | 75 | 107 | 139 | 75 |
Avg Bars in Winners | 130 | 147 | 114 | 130 | 147 | 114 |
Avg Bars in Losers | 83 | 132 | 31 | 83 | 132 | 31 |
Bars Traded | 14507 | 9372 | 5135 | 14507 | 9372 | 5135 |
Profit Streak | 68.8676 | 140.3676 | 68.8676 | 68.8676 | 140.3676 | 68.8676 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77161 | -237907 | -410935 | 517758 | -102482 | -135669 |
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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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