Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060620.1376 | 1044228.0568 | 16392.0808 | 1046269.045 | 1092530.3159 | -46261.2708 |
Total P&L (%) | 1060.6201 | 1044.2281 | 16.3921 | 1046.269 | 1092.5303 | -46.2613 |
Avg Daily Profit (%) | 0.5846 | 0.5756 | 0.009 | 0.1345 | 0.1367 | -0.0342 |
Buy And Hold Return (%) | 514.4325 | 514.4325 | 514.4325 | 514.4325 | 514.4325 | 514.4325 |
Max Trade Drawdown | -108881 | -93209 | -134387 | -363174 | -201395 | -386179 |
Profit Factor | 2.5975 | 4.5191 | 1.0446 | 1.4469 | 2.1984 | 0.9676 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 48.6772 | 47.8723 | 49.4737 | 48.6772 | 47.8723 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.7387 | 4.9208 | 1.0669 | 1.5256 | 2.3938 | 0.9882 |
Largest Winning Trade | 535151 | 535151 | 74543 | 401212 | 401212 | 390948 |
Largest Losing Trade | -50362 | -50362 | -45278 | -353689 | -174040 | -353689 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 70 | 61 | 78 | 70 | 61 | 78 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 10628 | 5009 | 5619 | 10628 | 5009 | 5619 |
Profit Streak | 13.0682 | 0 | 16.2349 | 13.0682 | 0 | 16.2349 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391830 | 391312 | -517886 | -16494 | -13106 | -580707 |
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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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