Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1645666.9038 | 1547015.9214 | 98650.9823 | 1446218.7824 | 728611.2221 | 717607.5603 |
Total P&L (%) | 1645.6669 | 1547.0159 | 98.651 | 1446.2188 | 728.6112 | 717.6076 |
Avg Daily Profit (%) | 0.888 | 0.8347 | 0.0532 | 0.1479 | 0.1142 | 0.1134 |
Buy And Hold Return (%) | 43.9937 | 43.9937 | 43.9937 | 43.9937 | 43.9937 | 43.9937 |
Max Trade Drawdown | -113206 | -73372 | -92321 | -1184866 | -768930 | -726572 |
Profit Factor | 3.3303 | 5.0616 | 1.3033 | 1.2564 | 1.2338 | 1.2842 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 50.2304 | 45.8716 | 54.6296 | 50.2304 | 45.8716 | 54.6296 |
Ratio Avg Win / Avg Loss | 3.2998 | 5.9727 | 1.0824 | 1.2448 | 1.4559 | 1.0666 |
Largest Winning Trade | 1459126 | 1459126 | 71406 | 1153416 | 1153416 | 448333 |
Largest Losing Trade | -28613 | -24246 | -28613 | -322545 | -322545 | -247182 |
Avg Bars in Trades | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Winners | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 10767 | 5035 | 5732 | 10767 | 5035 | 5732 |
Profit Streak | 7.3389 | 7.8389 | 0 | 7.3389 | 7.8389 | 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 | 772417 | 714337 | -126670 | 231376 | -41689 | -40816 |
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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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