Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502558.7983 | 1437379.9119 | 65178.8864 | 2100414.667 | 1159084.6546 | 941330.0124 |
Total P&L (%) | 1502.5588 | 1437.3799 | 65.1789 | 2100.4147 | 1159.0847 | 941.33 |
Avg Daily Profit (%) | 0.8265 | 0.7906 | 0.0359 | 0.1702 | 0.1394 | 0.129 |
Buy And Hold Return (%) | 642.3754 | 642.3754 | 642.3754 | 642.3754 | 642.3754 | 642.3754 |
Max Trade Drawdown | -117275 | -118341 | -24399 | -3481180 | -3530628 | -725855 |
Profit Factor | 2.7954 | 3.0439 | 1.4877 | 1.1275 | 1.0841 | 1.3504 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
Profitability (%) | 39.3035 | 32 | 46.5347 | 39.3035 | 32 | 46.5347 |
Ratio Avg Win / Avg Loss | 4.3169 | 6.4683 | 1.7092 | 1.7412 | 2.3037 | 1.5515 |
Largest Winning Trade | 925339 | 925339 | 27015 | 2902711 | 2902711 | 332203 |
Largest Losing Trade | -41028 | -41028 | -12555 | -793892 | -793892 | -353235 |
Avg Bars in Trades | 53 | 100 | 5 | 53 | 100 | 5 |
Avg Bars in Winners | 76 | 176 | 7 | 76 | 176 | 7 |
Avg Bars in Losers | 38 | 65 | 4 | 38 | 65 | 4 |
Bars Traded | 10692 | 10087 | 605 | 10692 | 10087 | 605 |
Profit Streak | 70.6882 | 84.1882 | 70.6882 | 70.6882 | 84.1882 | 70.6882 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423215 | 276228 | -309236 | -76388 | -147543 | -40718 |
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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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