Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951617.4817 | 854530.5382 | 97086.9435 | 6859157.3476 | 6605219.0241 | 253938.3235 |
Total P&L (%) | 951.6175 | 854.5305 | 97.0869 | 6859.1573 | 6605.219 | 253.9383 |
Avg Daily Profit (%) | 0.4569 | 0.4103 | 0.0466 | 0.2039 | 0.2021 | 0.0607 |
Buy And Hold Return (%) | 557.1325 | 557.1325 | 557.1325 | 557.1325 | 557.1325 | 557.1325 |
Max Trade Drawdown | -100063 | -63506 | -137251 | -4489664 | -3408453 | -4619225 |
Profit Factor | 1.9219 | 2.8594 | 1.1695 | 1.1903 | 1.3838 | 1.0135 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 50.6849 | 49.0909 | 52.2936 | 50.6849 | 49.0909 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.87 | 2.9653 | 1.067 | 1.1581 | 1.4351 | 0.9246 |
Largest Winning Trade | 212505 | 212505 | 64706 | 3477401 | 3477401 | 2380499 |
Largest Losing Trade | -42403 | -26500 | -42403 | -1656486 | -1398922 | -1656486 |
Avg Bars in Trades | 112 | 102 | 122 | 112 | 102 | 122 |
Avg Bars in Winners | 133 | 124 | 141 | 133 | 124 | 141 |
Avg Bars in Losers | 91 | 81 | 102 | 91 | 81 | 102 |
Bars Traded | 24663 | 11279 | 13384 | 24663 | 11279 | 13384 |
Profit Streak | 9.9246 | 9.9246 | 21.0079 | 9.9246 | 9.9246 | 21.0079 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265950 | 192459 | -329864 | -814 | 313236 | -484419 |
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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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