Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023451.8356 | 919505.2249 | 103946.6107 | 2027023.9562 | 1693239.0394 | 333784.9168 |
Total P&L (%) | 1023.4518 | 919.5052 | 103.9466 | 2027.024 | 1693.239 | 333.7849 |
Avg Daily Profit (%) | 0.4913 | 0.4414 | 0.0499 | 0.1469 | 0.1387 | 0.0705 |
Buy And Hold Return (%) | 97.446 | 97.446 | 97.446 | 97.446 | 97.446 | 97.446 |
Max Trade Drawdown | -157728 | -120047 | -169194 | -10515369 | -7562506 | -2952863 |
Profit Factor | 1.9887 | 2.8882 | 1.1896 | 1.0874 | 1.1266 | 1.034 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 39.779 | 36.6667 | 42.8571 | 39.779 | 36.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.0107 | 4.9887 | 1.5862 | 1.6462 | 1.946 | 1.3787 |
Largest Winning Trade | 451152 | 451152 | 58013 | 7157387 | 7157387 | 1340221 |
Largest Losing Trade | -46821 | -38194 | -46821 | -1790412 | -1790412 | -1536258 |
Avg Bars in Trades | 136 | 129 | 142 | 136 | 129 | 142 |
Avg Bars in Winners | 230 | 221 | 237 | 230 | 221 | 237 |
Avg Bars in Losers | 73 | 76 | 71 | 73 | 76 | 71 |
Bars Traded | 24637 | 11674 | 12963 | 24637 | 11674 | 12963 |
Profit Streak | 14.9375 | 0 | 24.5208 | 14.9375 | 0 | 24.5208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427161 | 364180 | -284684 | -122273 | -93131 | -287266 |
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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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