Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772546.7889 | 761178.6156 | 11368.1733 | 218116.8471 | 119395.1561 | 98721.6911 |
Total P&L (%) | 772.5468 | 761.1786 | 11.3682 | 218.1168 | 119.3952 | 98.7217 |
Avg Daily Profit (%) | 0.4254 | 0.4191 | 0.0063 | 0.0637 | 0.0433 | 0.0378 |
Buy And Hold Return (%) | 171.758 | 171.758 | 171.758 | 171.758 | 171.758 | 171.758 |
Max Trade Drawdown | -228765 | -191863 | -93497 | -4042021 | -3322442 | -879779 |
Profit Factor | 1.8287 | 2.3137 | 1.0322 | 1.0262 | 1.0214 | 1.0358 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Profitability (%) | 53.0516 | 55.6604 | 50.4673 | 53.0516 | 55.6604 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.6183 | 1.8431 | 1.0131 | 0.9081 | 0.8137 | 1.0166 |
Largest Winning Trade | 559995 | 559995 | 30976 | 775840 | 775840 | 396883 |
Largest Losing Trade | -57780 | -57780 | -24759 | -2047823 | -2047823 | -441400 |
Avg Bars in Trades | 33 | 57 | 8 | 33 | 57 | 8 |
Avg Bars in Winners | 27 | 43 | 10 | 27 | 43 | 10 |
Avg Bars in Losers | 39 | 76 | 6 | 39 | 76 | 6 |
Bars Traded | 7053 | 6133 | 921 | 7053 | 6133 | 921 |
Profit Streak | 20.9322 | 22.6822 | 20.9322 | 20.9322 | 22.6822 | 20.9322 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511905 | 485517 | -534702 | -380447 | -498499 | -488682 |
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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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