Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206835.7786 | 1177265.4347 | 29570.3438 | 960563.0847 | 860252.5449 | 100310.5398 |
Total P&L (%) | 1206.8358 | 1177.2654 | 29.5703 | 960.5631 | 860.2525 | 100.3105 |
Avg Daily Profit (%) | 0.6645 | 0.6482 | 0.0163 | 0.1301 | 0.1246 | 0.0383 |
Buy And Hold Return (%) | 530.5451 | 530.5451 | 530.5451 | 530.5451 | 530.5451 | 530.5451 |
Max Trade Drawdown | -229889 | -179080 | -51899 | -6287944 | -5383033 | -1062678 |
Profit Factor | 2.2381 | 2.6273 | 1.1177 | 1.0512 | 1.0593 | 1.0236 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Profitability (%) | 36.2229 | 36.0248 | 36.4198 | 36.2229 | 36.0248 | 36.4198 |
Ratio Avg Win / Avg Loss | 3.9406 | 4.6658 | 1.9512 | 1.8509 | 1.8812 | 1.787 |
Largest Winning Trade | 796534 | 796534 | 26486 | 1974409 | 1974409 | 507835 |
Largest Losing Trade | -50196 | -50196 | -14765 | -1985415 | -1985415 | -235257 |
Avg Bars in Trades | 66 | 124 | 8 | 66 | 124 | 8 |
Avg Bars in Winners | 108 | 208 | 10 | 108 | 208 | 10 |
Avg Bars in Losers | 42 | 77 | 7 | 42 | 77 | 7 |
Bars Traded | 21367 | 20020 | 1347 | 21367 | 20020 | 1347 |
Profit Streak | 39.411 | 79.7444 | 39.411 | 39.411 | 79.7444 | 39.411 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307052 | 276188 | -431018 | -192806 | -193595 | -505139 |
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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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