Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1820856.7143 | 1764292.0552 | 56564.6591 | 2465546.6182 | 625934.193 | 1839612.4253 |
Total P&L (%) | 1820.8567 | 1764.2921 | 56.5647 | 2465.5466 | 625.9342 | 1839.6124 |
Avg Daily Profit (%) | 0.9666 | 0.9365 | 0.03 | 0.1724 | 0.1053 | 0.1575 |
Buy And Hold Return (%) | 385.1072 | 385.1072 | 385.1072 | 385.1072 | 385.1072 | 385.1072 |
Max Trade Drawdown | -122516 | -130352 | -75534 | -4898843 | -5839754 | -1917874 |
Profit Factor | 3.1956 | 4.9375 | 1.1484 | 1.1087 | 1.0476 | 1.1929 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 49.2823 | 49.5238 | 49.0385 | 49.2823 | 49.5238 | 49.0385 |
Ratio Avg Win / Avg Loss | 3.2887 | 5.0324 | 1.1934 | 1.141 | 1.0677 | 1.2397 |
Largest Winning Trade | 1157240 | 1157240 | 56307 | 4838517 | 4838517 | 2270951 |
Largest Losing Trade | -31875 | -26745 | -31875 | -1205851 | -1156078 | -1205851 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 39 | 27 | 51 | 39 | 27 | 51 |
Bars Traded | 10969 | 4711 | 6258 | 10969 | 4711 | 6258 |
Profit Streak | 6.0743 | 6.0743 | 7.7409 | 6.0743 | 6.0743 | 7.7409 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713771 | 704328 | -375838 | -91585 | -229329 | -2138 |
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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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