Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989568.5051 | 870264.6112 | 119303.8939 | 5925963.1852 | 1512646.2606 | 4413316.9245 |
Total P&L (%) | 989.5685 | 870.2646 | 119.3039 | 5925.9632 | 1512.6463 | 4413.3169 |
Avg Daily Profit (%) | 0.5261 | 0.4627 | 0.0634 | 0.2181 | 0.1479 | 0.2027 |
Buy And Hold Return (%) | 452.477 | 452.477 | 452.477 | 452.477 | 452.477 | 452.477 |
Max Trade Drawdown | -128113 | -94570 | -136187 | -3222314 | -4384492 | -1062003 |
Profit Factor | 1.9563 | 2.6046 | 1.2423 | 1.3099 | 1.1309 | 1.5835 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 86 | 35 | 51 | 86 | 35 | 51 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 37.2294 | 30.1724 | 44.3478 | 37.2294 | 30.1724 | 44.3478 |
Ratio Avg Win / Avg Loss | 3.2985 | 6.0278 | 1.559 | 2.2085 | 2.6172 | 1.9871 |
Largest Winning Trade | 204548 | 204548 | 34987 | 4815724 | 4815724 | 1799324 |
Largest Losing Trade | -35097 | -35097 | -29415 | -1146996 | -1146996 | -589835 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3737 | 1916 | 1821 | 3737 | 1916 | 1821 |
Profit Streak | 0 | 0 | 33.2532 | 0 | 0 | 33.2532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195079 | 6152 | -274801 | 214865 | -81098 | 336988 |
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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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