Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629491.7284 | 1603961.8062 | 25529.9223 | 1213206.9489 | 650498.2214 | 562708.7275 |
Total P&L (%) | 1629.4917 | 1603.9618 | 25.5299 | 1213.2069 | 650.4982 | 562.7087 |
Avg Daily Profit (%) | 0.8727 | 0.859 | 0.0137 | 0.138 | 0.108 | 0.1013 |
Buy And Hold Return (%) | 500.2174 | 500.2174 | 500.2174 | 500.2174 | 500.2174 | 500.2174 |
Max Trade Drawdown | -169827 | -101752 | -169279 | -983980 | -571901 | -575227 |
Profit Factor | 2.8578 | 5.4209 | 1.0496 | 1.3251 | 1.3962 | 1.2692 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 39.6396 | 33.3333 | 45.9459 | 39.6396 | 33.3333 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.3516 | 10.8418 | 1.2349 | 2.0177 | 2.7924 | 1.4932 |
Largest Winning Trade | 975931 | 975931 | 67268 | 869912 | 869912 | 692085 |
Largest Losing Trade | -57005 | -20363 | -57005 | -207138 | -179949 | -207138 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 91 | 90 | 91 | 91 | 90 | 91 |
Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
Bars Traded | 10951 | 4603 | 6348 | 10951 | 4603 | 6348 |
Profit Streak | 33.3741 | 33.3741 | 34.2074 | 33.3741 | 33.3741 | 34.2074 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517815 | 438988 | -507118 | -12504 | -125108 | -185132 |
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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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