Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546889.8753 | 1480837.0377 | 66052.8376 | 2064715.1376 | 1471312.7314 | 593402.4062 |
Total P&L (%) | 1546.8899 | 1480.837 | 66.0528 | 2064.7151 | 1471.3127 | 593.4024 |
Avg Daily Profit (%) | 0.8468 | 0.8107 | 0.0362 | 0.1685 | 0.1509 | 0.1061 |
Buy And Hold Return (%) | 577.4324 | 577.4324 | 577.4324 | 577.4324 | 577.4324 | 577.4324 |
Max Trade Drawdown | -219952 | -202144 | -28024 | -2884030 | -2633826 | -314186 |
Profit Factor | 2.9101 | 3.1053 | 1.6203 | 1.2624 | 1.2172 | 1.5418 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 45.8128 | 41.5842 | 50 | 45.8128 | 41.5842 | 50 |
Ratio Avg Win / Avg Loss | 3.442 | 4.3623 | 1.6203 | 1.4932 | 1.7099 | 1.5418 |
Largest Winning Trade | 953236 | 953236 | 13765 | 1382617 | 1382617 | 146218 |
Largest Losing Trade | -53358 | -53358 | -8105 | -674700 | -674700 | -199080 |
Avg Bars in Trades | 52 | 101 | 3 | 52 | 101 | 3 |
Avg Bars in Winners | 53 | 112 | 4 | 53 | 112 | 4 |
Avg Bars in Losers | 51 | 93 | 3 | 51 | 93 | 3 |
Bars Traded | 10663 | 10286 | 377 | 10663 | 10286 | 377 |
Profit Streak | 36.3591 | 36.3591 | 81.0257 | 36.3591 | 36.3591 | 81.0257 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584569 | 453458 | -305940 | 212203 | 64087 | -204106 |
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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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