Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565842.685 | 1460204.5964 | 105638.0886 | 3654681.3742 | 1617565.3938 | 2037115.9804 |
Total P&L (%) | 1565.8427 | 1460.2046 | 105.6381 | 3654.6814 | 1617.5654 | 2037.116 |
Avg Daily Profit (%) | 0.8321 | 0.776 | 0.0561 | 0.1929 | 0.1512 | 0.1629 |
Buy And Hold Return (%) | 290.7375 | 290.7375 | 290.7375 | 290.7375 | 290.7375 | 290.7375 |
Max Trade Drawdown | -148346 | -66787 | -112317 | -730145 | -779027 | -475900 |
Profit Factor | 3.2469 | 5.3583 | 1.2919 | 1.5723 | 1.5066 | 1.6379 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 51.7073 | 47.5728 | 55.8824 | 51.7073 | 47.5728 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.0325 | 5.9051 | 1.0199 | 1.4684 | 1.6603 | 1.2931 |
Largest Winning Trade | 1059909 | 1059909 | 65259 | 782190 | 782190 | 771359 |
Largest Losing Trade | -61306 | -21622 | -61306 | -462020 | -245232 | -462020 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 48 | 38 | 57 | 48 | 38 | 57 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 7383 | 3201 | 4183 | 7383 | 3201 | 4183 |
Profit Streak | 5.9896 | 5.9896 | 6.4896 | 5.9896 | 5.9896 | 6.4896 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 748387 | 690265 | -282528 | 438792 | 309410 | 391719 |
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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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