Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231456.6121 | 1227601.8456 | 3854.7665 | 537195.8107 | 379775.2227 | 157420.5879 |
Total P&L (%) | 1231.4566 | 1227.6018 | 3.8548 | 537.1958 | 379.7752 | 157.4206 |
Avg Daily Profit (%) | 0.6801 | 0.6779 | 0.0021 | 0.1023 | 0.0866 | 0.0522 |
Buy And Hold Return (%) | 436.4708 | 436.4708 | 436.4708 | 436.4708 | 436.4708 | 436.4708 |
Max Trade Drawdown | -125384 | -139183 | -25428 | -1998636 | -2115288 | -219077 |
Profit Factor | 2.7922 | 3.0403 | 1.0451 | 1.0805 | 1.0625 | 1.2622 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 41.7143 | 35.6322 | 47.7273 | 41.7143 | 35.6322 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.9015 | 5.4922 | 1.1447 | 1.5097 | 1.9194 | 1.3824 |
Largest Winning Trade | 709875 | 709875 | 6114 | 1143858 | 1143858 | 120290 |
Largest Losing Trade | -55881 | -55881 | -5114 | -1119101 | -1119101 | -72930 |
Avg Bars in Trades | 122 | 242 | 4 | 122 | 242 | 4 |
Avg Bars in Winners | 155 | 360 | 3 | 155 | 360 | 3 |
Avg Bars in Losers | 99 | 176 | 4 | 99 | 176 | 4 |
Bars Traded | 21445 | 21083 | 362 | 21445 | 21083 | 362 |
Profit Streak | 17.0575 | 63.3075 | 17.0575 | 17.0575 | 63.3075 | 17.0575 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466636 | 364735 | -526996 | -282043 | -398212 | -289445 |
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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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