Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413650.0697 | 1358616.2021 | 55033.8676 | 3832467.2211 | 3429726.0452 | 402741.1759 |
Total P&L (%) | 1413.6501 | 1358.6162 | 55.0339 | 3832.4672 | 3429.726 | 402.7412 |
Avg Daily Profit (%) | 0.7767 | 0.7465 | 0.0302 | 0.202 | 0.196 | 0.0888 |
Buy And Hold Return (%) | 589.1048 | 589.1048 | 589.1048 | 589.1048 | 589.1048 | 589.1048 |
Max Trade Drawdown | -166809 | -75070 | -93350 | -2029010 | -1278775 | -1117242 |
Profit Factor | 2.8865 | 4.9876 | 1.1347 | 1.3506 | 1.6469 | 1.0715 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 39.8104 | 36.1905 | 43.3962 | 39.8104 | 36.1905 | 43.3962 |
Ratio Avg Win / Avg Loss | 4.3641 | 8.794 | 1.48 | 2.0419 | 2.9037 | 1.3977 |
Largest Winning Trade | 734169 | 734169 | 76172 | 2528902 | 2528902 | 1118375 |
Largest Losing Trade | -26576 | -22059 | -26576 | -525708 | -493291 | -525708 |
Avg Bars in Trades | 50 | 44 | 55 | 50 | 44 | 55 |
Avg Bars in Winners | 90 | 79 | 98 | 90 | 79 | 98 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 10632 | 4722 | 5910 | 10632 | 4722 | 5910 |
Profit Streak | 12.9149 | 13.9149 | 12.9149 | 12.9149 | 13.9149 | 12.9149 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449151 | 381593 | -392886 | 268262 | 190424 | -384293 |
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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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