Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841714.2865 | 787524.2 | 54190.0865 | 747360.4314 | 403750.4611 | 343609.9703 |
Total P&L (%) | 841.7143 | 787.5242 | 54.1901 | 747.3604 | 403.7505 | 343.61 |
Avg Daily Profit (%) | 0.448 | 0.4191 | 0.0288 | 0.1138 | 0.0861 | 0.0793 |
Buy And Hold Return (%) | 242.3049 | 242.3049 | 242.3049 | 242.3049 | 242.3049 | 242.3049 |
Max Trade Drawdown | -133119 | -116016 | -80460 | -4651981 | -3196896 | -2420557 |
Profit Factor | 1.9765 | 2.7684 | 1.1301 | 1.0469 | 1.0497 | 1.044 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 48.7923 | 46.6019 | 50.9615 | 48.7923 | 46.6019 | 50.9615 |
Ratio Avg Win / Avg Loss | 2.0744 | 3.1721 | 1.0874 | 1.0987 | 1.2027 | 1.0046 |
Largest Winning Trade | 471698 | 471698 | 31462 | 1555988 | 1555988 | 820626 |
Largest Losing Trade | -67806 | -46745 | -67806 | -2177675 | -1568885 | -2177675 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 5451 | 2870 | 2581 | 5451 | 2870 | 2581 |
Profit Streak | 9.2537 | 0 | 14.9203 | 9.2537 | 0 | 14.9203 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460103 | 395331 | -396860 | -211120 | -254355 | -294222 |
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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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