Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215136.0244 | 1167227.8113 | 47908.2131 | 1181542.4158 | 653704.7198 | 527837.696 |
Total P&L (%) | 1215.136 | 1167.2278 | 47.9082 | 1181.5424 | 653.7047 | 527.8377 |
Avg Daily Profit (%) | 0.4859 | 0.4668 | 0.0192 | 0.1021 | 0.0808 | 0.0735 |
Buy And Hold Return (%) | 285.1464 | 285.1464 | 285.1464 | 285.1464 | 285.1464 | 285.1464 |
Max Trade Drawdown | -95160 | -81657 | -49036 | -3642973 | -3301389 | -1336412 |
Profit Factor | 2.5078 | 3.2899 | 1.1618 | 1.0694 | 1.0604 | 1.085 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Profitability (%) | 37.5 | 36.4865 | 38.5135 | 37.5 | 36.4865 | 38.5135 |
Ratio Avg Win / Avg Loss | 4.1797 | 5.7269 | 1.8547 | 1.7823 | 1.8459 | 1.7322 |
Largest Winning Trade | 983353 | 983353 | 46854 | 2477261 | 2477261 | 708835 |
Largest Losing Trade | -24911 | -24911 | -14490 | -819215 | -819215 | -678467 |
Avg Bars in Trades | 49 | 80 | 18 | 49 | 80 | 18 |
Avg Bars in Winners | 92 | 163 | 25 | 92 | 163 | 25 |
Avg Bars in Losers | 23 | 32 | 14 | 23 | 32 | 14 |
Bars Traded | 14666 | 11900 | 2766 | 14666 | 11900 | 2766 |
Profit Streak | 5.0576 | 5.0576 | 19.2243 | 5.0576 | 5.0576 | 19.2243 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401147 | 351605 | -378319 | -203616 | -247229 | -231953 |
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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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