Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471687.5509 | 1390870.7667 | 80816.7842 | 2855469.9792 | 640078.0912 | 2215391.888 |
Total P&L (%) | 1471.6876 | 1390.8708 | 80.8168 | 2855.47 | 640.0781 | 2215.3919 |
Avg Daily Profit (%) | 0.8064 | 0.7621 | 0.0443 | 0.1857 | 0.1097 | 0.1723 |
Buy And Hold Return (%) | 722.4651 | 722.4651 | 722.4651 | 722.4651 | 722.4651 | 722.4651 |
Max Trade Drawdown | -152488 | -150567 | -26965 | -6956603 | -6642574 | -802770 |
Profit Factor | 2.7814 | 3.1741 | 1.4336 | 1.1069 | 1.0293 | 1.4552 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 55.6561 | 50 | 61.2613 | 55.6561 | 50 | 61.2613 |
Ratio Avg Win / Avg Loss | 2.2161 | 3.1741 | 0.9066 | 0.8819 | 1.0293 | 0.9202 |
Largest Winning Trade | 794756 | 794756 | 15407 | 3142272 | 3142272 | 553206 |
Largest Losing Trade | -52645 | -52645 | -12610 | -3432268 | -3432268 | -753235 |
Avg Bars in Trades | 95 | 181 | 10 | 95 | 181 | 10 |
Avg Bars in Winners | 102 | 214 | 11 | 102 | 214 | 11 |
Avg Bars in Losers | 87 | 148 | 8 | 87 | 148 | 8 |
Bars Traded | 21167 | 19990 | 1177 | 21167 | 19990 | 1177 |
Profit Streak | 83.6557 | 83.6557 | 83.8223 | 83.6557 | 83.6557 | 83.8223 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543342 | 425410 | -297865 | -95682 | -399845 | 235971 |
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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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