Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571257.9385 | 1503318.1661 | 67939.7724 | 5937850.6022 | 7565568.0579 | -1627717.4557 |
Total P&L (%) | 1571.2579 | 1503.3182 | 67.9398 | 5937.8506 | 7565.5681 | -1627.7175 |
Avg Daily Profit (%) | 0.8516 | 0.8147 | 0.0368 | 0.2225 | 0.2354 | 0 |
Buy And Hold Return (%) | 442.1319 | 442.1319 | 442.1319 | 442.1319 | 442.1319 | 442.1319 |
Max Trade Drawdown | -74942 | -66220 | -74669 | -6811357 | -5847476 | -5518512 |
Profit Factor | 2.9606 | 4.8688 | 1.1646 | 1.1744 | 1.4495 | 0.9054 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 38.0488 | 37.8641 | 38.2353 | 38.0488 | 37.8641 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.8205 | 7.9899 | 1.8812 | 1.9122 | 2.3787 | 1.4626 |
Largest Winning Trade | 937178 | 937178 | 78469 | 8968969 | 8968969 | 2107245 |
Largest Losing Trade | -31883 | -23892 | -31883 | -2241546 | -1828525 | -2241546 |
Avg Bars in Trades | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Winners | 103 | 94 | 113 | 103 | 94 | 113 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 10865 | 5041 | 5824 | 10865 | 5041 | 5824 |
Profit Streak | 10.5934 | 45.4267 | 0 | 10.5934 | 45.4267 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479563 | 507982 | -352739 | -22246 | 231764 | -583968 |
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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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