Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685408.2564 | 1690409.3117 | -5001.0553 | 585468.511 | 79478.3021 | 505990.209 |
Total P&L (%) | 1685.4083 | 1690.4093 | -5.0011 | 585.4685 | 79.4783 | 505.9902 |
Avg Daily Profit (%) | 0.9008 | 0.9035 | -0.0027 | 0.1029 | 0.0313 | 0.0963 |
Buy And Hold Return (%) | 399.211 | 399.211 | 399.211 | 399.211 | 399.211 | 399.211 |
Max Trade Drawdown | -135348 | -120173 | -117128 | -2125890 | -2320330 | -1028748 |
Profit Factor | 3.0522 | 5.1542 | 0.9879 | 1.066 | 1.0156 | 1.1342 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 42.9952 | 38.4615 | 47.5728 | 42.9952 | 38.4615 | 47.5728 |
Ratio Avg Win / Avg Loss | 4.0467 | 8.2467 | 1.0887 | 1.4133 | 1.6249 | 1.2499 |
Largest Winning Trade | 1203967 | 1203967 | 54586 | 1840439 | 1840439 | 615805 |
Largest Losing Trade | -48003 | -33507 | -48003 | -512971 | -512971 | -414112 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Losers | 25 | 17 | 34 | 25 | 17 | 34 |
Bars Traded | 7330 | 3151 | 4179 | 7330 | 3151 | 4179 |
Profit Streak | 2.1699 | 2.4199 | 0 | 2.1699 | 2.4199 | 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 | 485959 | 457041 | -580335 | -227281 | -525638 | -220618 |
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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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