Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844895.7274 | 770792.1099 | 74103.6175 | 1921594.3566 | 1059141.1783 | 862453.1783 |
Total P&L (%) | 844.8957 | 770.7921 | 74.1036 | 1921.5944 | 1059.1412 | 862.4532 |
Avg Daily Profit (%) | 0.3367 | 0.3072 | 0.0295 | 0.1199 | 0.0977 | 0.0903 |
Buy And Hold Return (%) | 283.1921 | 283.1921 | 283.1921 | 283.1921 | 283.1921 | 283.1921 |
Max Trade Drawdown | -104978 | -111075 | -58997 | -1417052 | -1338564 | -442885 |
Profit Factor | 1.9149 | 2.3501 | 1.2102 | 1.2541 | 1.2058 | 1.3567 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 47.5983 | 46.4912 | 48.6957 | 47.5983 | 46.4912 | 48.6957 |
Ratio Avg Win / Avg Loss | 2.1081 | 2.7048 | 1.275 | 1.3806 | 1.3879 | 1.4294 |
Largest Winning Trade | 347225 | 347225 | 33231 | 1156658 | 1156658 | 281225 |
Largest Losing Trade | -35529 | -33597 | -35529 | -604856 | -604856 | -214303 |
Avg Bars in Trades | 42 | 63 | 21 | 42 | 63 | 21 |
Avg Bars in Winners | 50 | 79 | 23 | 50 | 79 | 23 |
Avg Bars in Losers | 35 | 50 | 20 | 35 | 50 | 20 |
Bars Traded | 9786 | 7259 | 2527 | 9786 | 7259 | 2527 |
Profit Streak | 17.7428 | 0 | 24.4928 | 17.7428 | 0 | 24.4928 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379682 | 304394 | -319611 | -32065 | -66700 | -74603 |
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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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