Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1520499.1166 | 1490187.1185 | 30311.9981 | 888112.0724 | 855639.1929 | 32472.8795 |
Total P&L (%) | 1520.4991 | 1490.1871 | 30.312 | 888.1121 | 855.6392 | 32.4729 |
Avg Daily Profit (%) | 0.8083 | 0.7922 | 0.0161 | 0.1219 | 0.1201 | 0.015 |
Buy And Hold Return (%) | 207.1895 | 207.1895 | 207.1895 | 207.1895 | 207.1895 | 207.1895 |
Max Trade Drawdown | -86570 | -72005 | -110029 | -962299 | -810555 | -592392 |
Profit Factor | 2.9127 | 4.4475 | 1.0836 | 1.1541 | 1.2621 | 1.013 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 34.5455 | 28.0488 | 40.9639 | 34.5455 | 28.0488 | 40.9639 |
Ratio Avg Win / Avg Loss | 5.5188 | 11.4088 | 1.5616 | 2.1868 | 3.2376 | 1.4599 |
Largest Winning Trade | 1265105 | 1265105 | 66331 | 694360 | 694360 | 286385 |
Largest Losing Trade | -24305 | -18751 | -24305 | -241524 | -241524 | -188409 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 44 | 50 | 40 | 44 | 50 | 40 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3694 | 1845 | 1849 | 3694 | 1845 | 1849 |
Profit Streak | 29.7905 | 35.2905 | 29.7905 | 29.7905 | 35.2905 | 29.7905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535344 | 17064 | -467608 | -85614 | -53451 | -547901 |
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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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