Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954251.0045 | 786884.8922 | 167366.1123 | 5251393.2418 | 3874769.1187 | 1376624.1231 |
Total P&L (%) | 954.251 | 786.8849 | 167.3661 | 5251.3932 | 3874.7691 | 1376.6241 |
Avg Daily Profit (%) | 0.4232 | 0.349 | 0.0742 | 0.1767 | 0.1635 | 0.1195 |
Buy And Hold Return (%) | 135.8586 | 135.8586 | 135.8586 | 135.8586 | 135.8586 | 135.8586 |
Max Trade Drawdown | -218656 | -67664 | -331077 | -1974408 | -1074581 | -2289545 |
Profit Factor | 1.7148 | 2.3977 | 1.2168 | 1.4948 | 1.9147 | 1.2159 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 53.4202 | 52.5974 | 54.2484 | 53.4202 | 52.5974 | 54.2484 |
Ratio Avg Win / Avg Loss | 1.4952 | 2.1609 | 1.0262 | 1.3034 | 1.7256 | 1.0254 |
Largest Winning Trade | 116479 | 116479 | 66598 | 1321758 | 1321758 | 1253716 |
Largest Losing Trade | -66948 | -32613 | -66948 | -1262943 | -783234 | -1262943 |
Avg Bars in Trades | 43 | 31 | 55 | 43 | 31 | 55 |
Avg Bars in Winners | 50 | 33 | 68 | 50 | 33 | 68 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 13398 | 4864 | 8534 | 13398 | 4864 | 8534 |
Profit Streak | 40.1982 | 40.1982 | 74.3649 | 40.1982 | 40.1982 | 74.3649 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563080 | 527369 | -185719 | 456104 | 465721 | -31349 |
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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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