Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232394.3595 | 1172190.5505 | 60203.809 | 185637.0457 | 229289.1102 | -43652.0644 |
Total P&L (%) | 1232.3944 | 1172.1906 | 60.2038 | 185.637 | 229.2891 | -43.6521 |
Avg Daily Profit (%) | 0.5153 | 0.4901 | 0.0252 | 0.0439 | 0.0498 | -0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200614 | -137695 | -135819 | -3655094 | -3161806 | -1068440 |
Profit Factor | 2.129 | 3.114 | 1.1121 | 1.0215 | 1.0443 | 0.9873 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 46.4968 | 44.3038 | 48.7179 | 46.4968 | 44.3038 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4498 | 3.9147 | 1.1706 | 1.1755 | 1.3129 | 1.0393 |
Largest Winning Trade | 948203 | 948203 | 67966 | 1884950 | 1884950 | 907004 |
Largest Losing Trade | -42423 | -42423 | -40832 | -1204401 | -1204401 | -627683 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4642 | 2187 | 2455 | 4642 | 2187 | 2455 |
Profit Streak | 25.793 | 35.293 | 25.793 | 25.793 | 35.293 | 25.793 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575440 | -11436 | -291533 | -329913 | -325999 | -613525 |
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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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