Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140422.1262 | 1126752.8578 | 13669.2684 | 891989.0997 | 1303291.7867 | -411302.6869 |
Total P&L (%) | 1140.4221 | 1126.7529 | 13.6693 | 891.9891 | 1303.2918 | -411.3027 |
Avg Daily Profit (%) | 0.5476 | 0.5411 | 0.0066 | 0.1102 | 0.1269 | 0 |
Buy And Hold Return (%) | 489.4203 | 489.4203 | 489.4203 | 489.4203 | 489.4203 | 489.4203 |
Max Trade Drawdown | -151809 | -92280 | -127347 | -2251172 | -1587080 | -1209553 |
Profit Factor | 1.9806 | 3.0071 | 1.0227 | 1.1029 | 1.2898 | 0.9013 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Profitability (%) | 47.5694 | 47.9167 | 47.2222 | 47.5694 | 47.9167 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.183 | 3.2685 | 1.143 | 1.2156 | 1.402 | 1.0074 |
Largest Winning Trade | 824873 | 824873 | 49765 | 2207824 | 2207824 | 411964 |
Largest Losing Trade | -38761 | -35507 | -38761 | -809990 | -809990 | -514086 |
Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Winners | 110 | 101 | 119 | 110 | 101 | 119 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 24685 | 11947 | 12738 | 24685 | 11947 | 12738 |
Profit Streak | 14.5847 | 21.0847 | 14.5847 | 14.5847 | 21.0847 | 14.5847 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421874 | 410082 | -546028 | -159132 | -26984 | -579773 |
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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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