Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426983.6159 | 1388281.6255 | 38701.9904 | -2789744.7219 | -1074097.0643 | -1715647.6576 |
Total P&L (%) | 1426.9836 | 1388.2816 | 38.702 | -2789.7447 | -1074.0971 | -1715.6477 |
Avg Daily Profit (%) | 0.6327 | 0.6155 | 0.0172 | 0 | 0 | 0 |
Buy And Hold Return (%) | 142.8076 | 142.8076 | 142.8076 | 142.8076 | 142.8076 | 142.8076 |
Max Trade Drawdown | -254061 | -86767 | -273132 | -4830167 | -3323767 | -2581547 |
Profit Factor | 2.183 | 3.4 | 1.0616 | 0.8189 | 0.8643 | 0.771 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 116 | 54 | 62 | 102 | 57 | 45 |
Losing Trades | 101 | 54 | 47 | 115 | 51 | 64 |
Profitability (%) | 53.4562 | 50 | 56.8807 | 47.0046 | 52.7778 | 41.2844 |
Ratio Avg Win / Avg Loss | 1.9007 | 3.4 | 0.8048 | 0.9233 | 0.7733 | 1.0965 |
Largest Winning Trade | 1082239 | 1082239 | 58038 | 1018559 | 1018559 | 763581 |
Largest Losing Trade | -148488 | -42911 | -148488 | -1346929 | -1346929 | -1079277 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 24 | 22 | 26 | 18 | 15 | 22 |
Avg Bars in Losers | 15 | 14 | 17 | 22 | 21 | 23 |
Bars Traded | 4473 | 1987 | 2486 | 4473 | 1987 | 2486 |
Profit Streak | 0 | 0 | 0 | 29.5468 | 78.5468 | 29.5468 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639027 | 651678 | -489179 | -579524 | -579037 | -581946 |
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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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