Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420049.4498 | 1344624.4396 | 75425.0103 | 4362873.3545 | 3611987.5949 | 750885.7596 |
Total P&L (%) | 1420.0495 | 1344.6244 | 75.425 | 4362.8734 | 3611.9876 | 750.8858 |
Avg Daily Profit (%) | 0.7818 | 0.7402 | 0.0415 | 0.2093 | 0.1992 | 0.1179 |
Buy And Hold Return (%) | 694.9486 | 694.9486 | 694.9486 | 694.9486 | 694.9486 | 694.9486 |
Max Trade Drawdown | -98724 | -91654 | -72312 | -6139472 | -4270875 | -3814222 |
Profit Factor | 3.0902 | 4.6336 | 1.2438 | 1.2278 | 1.3447 | 1.0866 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 43.6893 | 41.7476 | 45.6311 | 43.6893 | 41.7476 | 45.6311 |
Ratio Avg Win / Avg Loss | 3.9829 | 6.4654 | 1.482 | 1.5825 | 1.8763 | 1.2946 |
Largest Winning Trade | 594097 | 594097 | 68413 | 4432611 | 4432611 | 2899348 |
Largest Losing Trade | -46094 | -30979 | -46094 | -2865031 | -2865031 | -1297583 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 72 | 76 | 68 | 72 | 76 | 68 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 10475 | 5340 | 5135 | 10475 | 5340 | 5135 |
Profit Streak | 0 | 10.3843 | 0 | 0 | 10.3843 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393792 | 360848 | -305459 | 252501 | 196651 | -303174 |
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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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