Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1847222.1916 | 1792678.0412 | 54544.1504 | -1063586.9996 | 1315338.467 | -2378925.4667 |
Total P&L (%) | 1847.2222 | 1792.678 | 54.5442 | -1063.587 | 1315.3385 | -2378.9255 |
Avg Daily Profit (%) | 1.0333 | 1.0028 | 0.0305 | 0 | 0.1483 | 0 |
Buy And Hold Return (%) | 313.6197 | 313.6197 | 313.6197 | 313.6197 | 313.6197 | 313.6197 |
Max Trade Drawdown | -145081 | -119057 | -127258 | -5656025 | -2634369 | -3364474 |
Profit Factor | 3.3008 | 6.1959 | 1.1191 | 0.9176 | 1.2839 | 0.7123 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 102 | 52 | 50 | 104 | 53 | 51 |
Losing Trades | 99 | 48 | 51 | 97 | 47 | 50 |
Profitability (%) | 50.7463 | 52 | 49.505 | 51.7413 | 53 | 50.4951 |
Ratio Avg Win / Avg Loss | 3.2037 | 5.7193 | 1.1415 | 0.8558 | 1.1385 | 0.6984 |
Largest Winning Trade | 1148260 | 1148260 | 70754 | 1527206 | 1527206 | 1186045 |
Largest Losing Trade | -110740 | -37644 | -110740 | -1436321 | -692389 | -1436321 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 34 | 28 | 41 | 17 | 16 | 19 |
Avg Bars in Losers | 16 | 12 | 19 | 34 | 25 | 41 |
Bars Traded | 5162 | 2090 | 3072 | 5162 | 2090 | 3072 |
Profit Streak | 0 | 0 | 0 | 10.8089 | 13.1422 | 10.8089 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 733167 | 765496 | -407866 | -578126 | 155708 | -580353 |
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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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