Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285710.5094 | 1257336.4155 | 28374.0939 | 1900073.7074 | 1939687.1336 | -39613.4261 |
Total P&L (%) | 1285.7105 | 1257.3364 | 28.3741 | 1900.0737 | 1939.6871 | -39.6134 |
Avg Daily Profit (%) | 0.7088 | 0.6931 | 0.0156 | 0.1653 | 0.1664 | -0.0278 |
Buy And Hold Return (%) | 485.9809 | 485.9809 | 485.9809 | 485.9809 | 485.9809 | 485.9809 |
Max Trade Drawdown | -193233 | -113593 | -144196 | -3207442 | -2545835 | -1472427 |
Profit Factor | 2.2739 | 3.5364 | 1.0553 | 1.1345 | 1.2489 | 0.9937 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Profitability (%) | 36.4486 | 36.25 | 36.646 | 36.4486 | 36.25 | 36.646 |
Ratio Avg Win / Avg Loss | 3.9648 | 6.2192 | 1.8243 | 1.9781 | 2.1964 | 1.718 |
Largest Winning Trade | 751625 | 751625 | 75017 | 2598414 | 2598414 | 1135045 |
Largest Losing Trade | -28350 | -26358 | -28350 | -840720 | -840720 | -362565 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 7099 | 3195 | 3904 | 7099 | 3195 | 3904 |
Profit Streak | 5.0236 | 0 | 7.2736 | 5.0236 | 0 | 7.2736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384923 | 385541 | -500313 | -68630 | 58195 | -581946 |
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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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