Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234762.3365 | 1237250.0733 | -2487.7368 | 464839.6934 | 397749.761 | 67089.9324 |
Total P&L (%) | 1234.7623 | 1237.2501 | -2.4877 | 464.8397 | 397.7498 | 67.0899 |
Avg Daily Profit (%) | 0.6795 | 0.6809 | -0.0014 | 0.0953 | 0.0884 | 0.0283 |
Buy And Hold Return (%) | 632.3588 | 632.3588 | 632.3588 | 632.3588 | 632.3588 | 632.3588 |
Max Trade Drawdown | -171407 | -150847 | -23314 | -2528037 | -2378874 | -213663 |
Profit Factor | 3.3937 | 3.7256 | 0.9598 | 1.0902 | 1.0848 | 1.1452 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 39.7849 | 36.9565 | 42.5532 | 39.7849 | 36.9565 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.1365 | 6.3554 | 1.2957 | 1.65 | 1.8505 | 1.546 |
Largest Winning Trade | 679276 | 679276 | 6100 | 1862176 | 1862176 | 122751 |
Largest Losing Trade | -67224 | -67224 | -10008 | -1035901 | -1035901 | -58044 |
Avg Bars in Trades | 220 | 431 | 13 | 220 | 431 | 13 |
Avg Bars in Winners | 296 | 628 | 14 | 296 | 628 | 14 |
Avg Bars in Losers | 169 | 315 | 13 | 169 | 315 | 13 |
Bars Traded | 20479 | 19837 | 642 | 20479 | 19837 | 642 |
Profit Streak | 89.6473 | 91.5639 | 89.6473 | 89.6473 | 91.5639 | 89.6473 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311650 | 266034 | -581089 | -354474 | -371395 | -382609 |
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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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