Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062635.0697 | 941274.8085 | 121360.2612 | 2800094.1251 | 1206066.9949 | 1594027.1302 |
Total P&L (%) | 1062.6351 | 941.2748 | 121.3603 | 2800.0941 | 1206.067 | 1594.0271 |
Avg Daily Profit (%) | 0.5101 | 0.4518 | 0.0583 | 0.1618 | 0.1234 | 0.1359 |
Buy And Hold Return (%) | 91.4019 | 91.4019 | 91.4019 | 91.4019 | 91.4019 | 91.4019 |
Max Trade Drawdown | -141312 | -113260 | -186642 | -10895164 | -8982882 | -3258408 |
Profit Factor | 1.8936 | 2.6255 | 1.1989 | 1.0917 | 1.0713 | 1.117 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 38.7234 | 35.0427 | 42.3729 | 38.7234 | 35.0427 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.9964 | 4.8668 | 1.6305 | 1.7275 | 1.9859 | 1.5191 |
Largest Winning Trade | 499073 | 499073 | 57509 | 7424507 | 7424507 | 2475645 |
Largest Losing Trade | -29085 | -22089 | -29085 | -2252061 | -2252061 | -1294107 |
Avg Bars in Trades | 104 | 99 | 109 | 104 | 99 | 109 |
Avg Bars in Winners | 184 | 182 | 185 | 184 | 182 | 185 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 24638 | 11670 | 12968 | 24638 | 11670 | 12968 |
Profit Streak | 16.6209 | 0 | 16.9543 | 16.6209 | 0 | 16.9543 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421216 | 328947 | -182205 | -113408 | -174839 | -104533 |
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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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