Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984290.2365 | 867262.3221 | 117027.9144 | 7054400.8124 | 5411991.3495 | 1642409.4629 |
Total P&L (%) | 984.2902 | 867.2623 | 117.0279 | 7054.4008 | 5411.9913 | 1642.4095 |
Avg Daily Profit (%) | 0.3935 | 0.3467 | 0.0468 | 0.1708 | 0.1604 | 0.1143 |
Buy And Hold Return (%) | 632.5156 | 632.5156 | 632.5156 | 632.5156 | 632.5156 | 632.5156 |
Max Trade Drawdown | -104053 | -87454 | -36002 | -3685936 | -3039832 | -646103 |
Profit Factor | 2.5928 | 2.8734 | 1.7549 | 1.6298 | 1.6098 | 1.7064 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 49.7326 | 47.3118 | 52.1277 | 49.7326 | 47.3118 | 52.1277 |
Ratio Avg Win / Avg Loss | 2.6207 | 3.1999 | 1.6117 | 1.6474 | 1.7927 | 1.5671 |
Largest Winning Trade | 359274 | 359274 | 28356 | 5137217 | 5137217 | 774907 |
Largest Losing Trade | -51453 | -51453 | -12324 | -2881406 | -2881406 | -631787 |
Avg Bars in Trades | 37 | 68 | 6 | 37 | 68 | 6 |
Avg Bars in Winners | 33 | 62 | 7 | 33 | 62 | 7 |
Avg Bars in Losers | 41 | 74 | 5 | 41 | 74 | 5 |
Bars Traded | 6999 | 6396 | 603 | 6999 | 6396 | 603 |
Profit Streak | 143.9296 | 144.5963 | 143.9296 | 143.9296 | 144.5963 | 143.9296 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238483 | -36316 | -292061 | 457610 | 358831 | -39399 |
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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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