Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176560.4885 | 1151175.9401 | 25384.5484 | 1287797.2219 | 2079587.4562 | -791790.2343 |
Total P&L (%) | 1176.5605 | 1151.1759 | 25.3845 | 1287.7972 | 2079.5875 | -791.7902 |
Avg Daily Profit (%) | 0.647 | 0.633 | 0.014 | 0.1447 | 0.1696 | 0 |
Buy And Hold Return (%) | 618.5629 | 618.5629 | 618.5629 | 618.5629 | 618.5629 | 618.5629 |
Max Trade Drawdown | -130463 | -117516 | -95307 | -3894990 | -2525954 | -2096357 |
Profit Factor | 2.2366 | 3.5598 | 1.0506 | 1.0877 | 1.3065 | 0.8997 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 45.8937 | 40.7767 | 50.9615 | 45.8937 | 40.7767 | 50.9615 |
Ratio Avg Win / Avg Loss | 2.6368 | 5.1702 | 1.0109 | 1.2824 | 1.8975 | 0.8658 |
Largest Winning Trade | 733683 | 733683 | 66740 | 2052378 | 2052378 | 1161545 |
Largest Losing Trade | -32046 | -22165 | -32046 | -1115436 | -761501 | -1115436 |
Avg Bars in Trades | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Winners | 146 | 154 | 140 | 146 | 154 | 140 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 21609 | 10720 | 10889 | 21609 | 10720 | 10889 |
Profit Streak | 35.8983 | 76.8983 | 35.8983 | 35.8983 | 76.8983 | 35.8983 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344312 | 294000 | -504008 | -128781 | 134189 | -579939 |
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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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