Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920564.7747 | 773270.8794 | 147293.8952 | 14661324.9246 | 4483853.1522 | 10177471.7724 |
Total P&L (%) | 920.5648 | 773.2709 | 147.2939 | 14661.3249 | 4483.8532 | 10177.4718 |
Avg Daily Profit (%) | 0.4078 | 0.3426 | 0.0653 | 0.2215 | 0.1696 | 0.2054 |
Buy And Hold Return (%) | 253.7634 | 253.7634 | 253.7634 | 253.7634 | 253.7634 | 253.7634 |
Max Trade Drawdown | -154941 | -61857 | -162094 | -9762915 | -7383759 | -4926848 |
Profit Factor | 2.0276 | 2.95 | 1.295 | 1.3257 | 1.178 | 1.5131 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 55.9585 | 56.701 | 55.2083 | 55.9585 | 56.701 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.5958 | 2.2528 | 1.0507 | 1.0434 | 0.8996 | 1.2276 |
Largest Winning Trade | 116338 | 116338 | 59489 | 6124576 | 6124576 | 5719367 |
Largest Losing Trade | -59903 | -37257 | -59903 | -4245522 | -3196204 | -4245522 |
Avg Bars in Trades | 33 | 20 | 45 | 33 | 20 | 45 |
Avg Bars in Winners | 31 | 19 | 44 | 31 | 19 | 44 |
Avg Bars in Losers | 35 | 22 | 47 | 35 | 22 | 47 |
Bars Traded | 6399 | 2020 | 4380 | 6399 | 2020 | 4380 |
Profit Streak | 1.4869 | 1.4869 | 42.4869 | 1.4869 | 1.4869 | 42.4869 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388007 | 365281 | -270164 | 292538 | -20239 | 390053 |
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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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