Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134825.0534 | 1140235.4647 | -5410.4113 | 866649.6003 | 1558185.2462 | -691535.6459 |
Total P&L (%) | 1134.8251 | 1140.2355 | -5.4104 | 866.6496 | 1558.1852 | -691.5356 |
Avg Daily Profit (%) | 0.6162 | 0.6191 | -0.0029 | 0.1233 | 0.1526 | 0 |
Buy And Hold Return (%) | 595.3106 | 595.3106 | 595.3106 | 595.3106 | 595.3106 | 595.3106 |
Max Trade Drawdown | -98629 | -82912 | -114189 | -1030701 | -1002264 | -823837 |
Profit Factor | 2.2781 | 3.595 | 0.9879 | 1.1305 | 1.5008 | 0.8042 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 46.3768 | 45.1923 | 47.5728 | 46.3768 | 45.1923 | 47.5728 |
Ratio Avg Win / Avg Loss | 2.634 | 4.3599 | 1.0887 | 1.3071 | 1.8201 | 0.8862 |
Largest Winning Trade | 770538 | 770538 | 65272 | 760554 | 760554 | 427419 |
Largest Losing Trade | -46134 | -32366 | -46134 | -465905 | -326991 | -465905 |
Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Winners | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 7248 | 3874 | 3374 | 7248 | 3874 | 3374 |
Profit Streak | 5.3005 | 9.5505 | 5.3005 | 5.3005 | 9.5505 | 5.3005 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349021 | 356151 | -579624 | -127763 | 200337 | -581291 |
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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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