Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013908.1671 | 862064.7745 | 151843.3926 | 2452533.7566 | 2267092.0677 | 185441.6889 |
Total P&L (%) | 1013.9082 | 862.0648 | 151.8434 | 2452.5338 | 2267.0921 | 185.4417 |
Avg Daily Profit (%) | 0.4048 | 0.3442 | 0.0606 | 0.1294 | 0.1264 | 0.0419 |
Buy And Hold Return (%) | 390.7229 | 390.7229 | 390.7229 | 390.7229 | 390.7229 | 390.7229 |
Max Trade Drawdown | -103406 | -91945 | -86648 | -1102802 | -534192 | -1086174 |
Profit Factor | 2.8157 | 3.6393 | 1.6551 | 1.7901 | 2.4837 | 1.1177 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 60.1942 | 49.0196 | 71.1538 | 60.1942 | 49.0196 | 71.1538 |
Ratio Avg Win / Avg Loss | 1.862 | 3.7849 | 0.671 | 1.1838 | 2.583 | 0.4531 |
Largest Winning Trade | 476928 | 476928 | 31616 | 1065857 | 1065857 | 467923 |
Largest Losing Trade | -86648 | -46118 | -86648 | -1086174 | -408744 | -1086174 |
Avg Bars in Trades | 68 | 85 | 52 | 68 | 85 | 52 |
Avg Bars in Winners | 65 | 72 | 61 | 65 | 72 | 61 |
Avg Bars in Losers | 73 | 97 | 31 | 73 | 97 | 31 |
Bars Traded | 7088 | 4350 | 2738 | 7088 | 4350 | 2738 |
Profit Streak | 140.7152 | 140.7152 | 245.3819 | 140.7152 | 140.7152 | 245.3819 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531535 | -168531 | -453331 | -14942 | -198987 | -571430 |
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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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