Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747962.5483 | 649447.6377 | 98514.9106 | 1605343.6786 | -1897652.7756 | 3502996.4542 |
Total P&L (%) | 747.9625 | 649.4476 | 98.5149 | 1605.3437 | -1897.6528 | 3502.9965 |
Avg Daily Profit (%) | 0.3317 | 0.288 | 0.0437 | 0.1259 | 0 | 0.1591 |
Buy And Hold Return (%) | 110.994 | 110.994 | 110.994 | 110.994 | 110.994 | 110.994 |
Max Trade Drawdown | -118667 | -131160 | -59335 | -6997329 | -7753284 | -686544 |
Profit Factor | 1.6045 | 1.6451 | 1.4273 | 1.0562 | 0.9254 | 2.1284 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 220 | 116 | 104 | 220 | 116 | 104 |
Losing Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Profitability (%) | 61.2813 | 64.8045 | 57.7778 | 61.2813 | 64.8045 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.0138 | 0.8935 | 1.043 | 0.6673 | 0.5026 | 1.5554 |
Largest Winning Trade | 106922 | 106922 | 32594 | 2069669 | 2069669 | 857154 |
Largest Losing Trade | -59657 | -59657 | -32144 | -3254645 | -3254645 | -686544 |
Avg Bars in Trades | 37 | 72 | 1 | 37 | 72 | 1 |
Avg Bars in Winners | 22 | 41 | 1 | 22 | 41 | 1 |
Avg Bars in Losers | 60 | 131 | 1 | 60 | 131 | 1 |
Bars Traded | 13397 | 13061 | 336 | 13397 | 13061 | 336 |
Profit Streak | 17.1375 | 17.4709 | 17.1375 | 17.1375 | 17.4709 | 17.1375 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551600 | 404305 | -297224 | -180498 | -577909 | 503250 |
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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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