Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284395.0855 | 1246095.0228 | 38300.0628 | 1545468.9738 | 4099143.1656 | -2553674.1918 |
Total P&L (%) | 1284.3951 | 1246.095 | 38.3001 | 1545.469 | 4099.1432 | -2553.6742 |
Avg Daily Profit (%) | 0.5771 | 0.5599 | 0.0172 | 0.1259 | 0.1681 | 0 |
Buy And Hold Return (%) | 497.0944 | 497.0944 | 497.0944 | 497.0944 | 497.0944 | 497.0944 |
Max Trade Drawdown | -169998 | -127581 | -176133 | -8303578 | -5894091 | -4392298 |
Profit Factor | 2.0028 | 2.9864 | 1.0586 | 1.0489 | 1.2505 | 0.8322 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Profitability (%) | 36.2069 | 35.1724 | 37.2414 | 36.2069 | 35.1724 | 37.2414 |
Ratio Avg Win / Avg Loss | 3.5288 | 5.5043 | 1.784 | 1.8481 | 2.3048 | 1.4025 |
Largest Winning Trade | 880126 | 880126 | 49778 | 8301545 | 8301545 | 960340 |
Largest Losing Trade | -40407 | -21800 | -40407 | -1235916 | -1142437 | -1235916 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4423 | 2342 | 2081 | 4423 | 2342 | 2081 |
Profit Streak | 8.8343 | 9.3343 | 0 | 8.8343 | 9.3343 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312674 | 297934 | -495435 | -196005 | 131940 | -583965 |
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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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