Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140736.6086 | 1082553.4433 | 58183.1653 | 1471623.1136 | 1053588.0112 | 418035.1025 |
Total P&L (%) | 1140.7366 | 1082.5534 | 58.1832 | 1471.6231 | 1053.588 | 418.0351 |
Avg Daily Profit (%) | 0.6083 | 0.5773 | 0.031 | 0.147 | 0.1305 | 0.0878 |
Buy And Hold Return (%) | 285.9558 | 285.9558 | 285.9558 | 285.9558 | 285.9558 | 285.9558 |
Max Trade Drawdown | -91740 | -112568 | -70569 | -1701693 | -1390234 | -1140223 |
Profit Factor | 2.647 | 4.1948 | 1.1645 | 1.1899 | 1.2486 | 1.119 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 44.6328 | 42.0455 | 47.191 | 44.6328 | 42.0455 | 47.191 |
Ratio Avg Win / Avg Loss | 3.2836 | 5.782 | 1.3031 | 1.476 | 1.7211 | 1.2522 |
Largest Winning Trade | 757273 | 757273 | 60854 | 1349728 | 1349728 | 761153 |
Largest Losing Trade | -57419 | -23897 | -57419 | -439111 | -381690 | -439111 |
Avg Bars in Trades | 61 | 62 | 61 | 61 | 62 | 61 |
Avg Bars in Winners | 86 | 78 | 92 | 86 | 78 | 92 |
Avg Bars in Losers | 42 | 50 | 33 | 42 | 50 | 33 |
Bars Traded | 10963 | 5482 | 5481 | 10963 | 5482 | 5481 |
Profit Streak | 46.3892 | 47.2226 | 46.3892 | 46.3892 | 47.2226 | 46.3892 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531249 | 506143 | -356813 | -8906 | -22023 | -187528 |
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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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