Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568868.6965 | 1534235.6105 | 34633.086 | 969881.128 | 797893.1968 | 171987.9311 |
Total P&L (%) | 1568.8687 | 1534.2356 | 34.6331 | 969.8811 | 797.8932 | 171.9879 |
Avg Daily Profit (%) | 0.8626 | 0.8436 | 0.019 | 0.1304 | 0.1208 | 0.055 |
Buy And Hold Return (%) | 592.7936 | 592.7936 | 592.7936 | 592.7936 | 592.7936 | 592.7936 |
Max Trade Drawdown | -137645 | -149933 | -28875 | -2037175 | -2228451 | -276325 |
Profit Factor | 2.8026 | 3.4199 | 1.1465 | 1.1269 | 1.1374 | 1.0935 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 42.8571 | 36.7347 | 48.9796 | 42.8571 | 36.7347 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.7368 | 5.8899 | 1.1943 | 1.5025 | 1.9589 | 1.1391 |
Largest Winning Trade | 862614 | 862614 | 20300 | 1170321 | 1170321 | 170896 |
Largest Losing Trade | -70708 | -70708 | -17881 | -1194953 | -1194953 | -135079 |
Avg Bars in Trades | 36 | 64 | 9 | 36 | 64 | 9 |
Avg Bars in Winners | 51 | 106 | 10 | 51 | 106 | 10 |
Avg Bars in Losers | 25 | 39 | 7 | 25 | 39 | 7 |
Bars Traded | 7185 | 6288 | 897 | 7185 | 6288 | 897 |
Profit Streak | 14.3332 | 0 | 23.3332 | 14.3332 | 0 | 23.3332 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503477 | 389355 | -392392 | -108868 | -163246 | -402702 |
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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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