Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566532.3213 | 1539971.9714 | 26560.3499 | 1410538.1187 | 1698861.9583 | -288323.8396 |
Total P&L (%) | 1566.5323 | 1539.972 | 26.5604 | 1410.5381 | 1698.862 | -288.3238 |
Avg Daily Profit (%) | 0.8616 | 0.847 | 0.0146 | 0.1494 | 0.1591 | 0 |
Buy And Hold Return (%) | 555.2106 | 555.2106 | 555.2106 | 555.2106 | 555.2106 | 555.2106 |
Max Trade Drawdown | -114900 | -97276 | -130429 | -962814 | -927901 | -708312 |
Profit Factor | 2.7181 | 4.5337 | 1.0558 | 1.2389 | 1.608 | 0.9073 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 41.4634 | 39.2157 | 43.6893 | 41.4634 | 39.2157 | 43.6893 |
Ratio Avg Win / Avg Loss | 3.8374 | 7.0273 | 1.3608 | 1.749 | 2.4925 | 1.1694 |
Largest Winning Trade | 1121835 | 1121835 | 77225 | 950167 | 950167 | 365259 |
Largest Losing Trade | -57863 | -30275 | -57863 | -327663 | -271397 | -327663 |
Avg Bars in Trades | 104 | 97 | 111 | 104 | 97 | 111 |
Avg Bars in Winners | 166 | 155 | 177 | 166 | 155 | 177 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 21493 | 9984 | 11509 | 21493 | 9984 | 11509 |
Profit Streak | 9.7808 | 13.6141 | 9.7808 | 9.7808 | 13.6141 | 9.7808 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503819 | 484999 | -500318 | 109281 | 136746 | -581180 |
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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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