Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635915.0099 | 1555816.9995 | 80098.0104 | 5550216.5103 | 7255846.3577 | -1705629.8474 |
Total P&L (%) | 1635.915 | 1555.817 | 80.098 | 5550.2165 | 7255.8464 | -1705.6298 |
Avg Daily Profit (%) | 0.8957 | 0.8519 | 0.0439 | 0.2211 | 0.2356 | 0 |
Buy And Hold Return (%) | 735.6993 | 735.6993 | 735.6993 | 735.6993 | 735.6993 | 735.6993 |
Max Trade Drawdown | -108055 | -84182 | -81528 | -8867406 | -7768141 | -7375077 |
Profit Factor | 2.9589 | 4.6819 | 1.1942 | 1.1472 | 1.3984 | 0.9125 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 45.2055 | 44.0367 | 46.3636 | 45.2055 | 44.0367 | 46.3636 |
Ratio Avg Win / Avg Loss | 3.5866 | 5.9499 | 1.3815 | 1.3906 | 1.7771 | 1.0556 |
Largest Winning Trade | 1100904 | 1100904 | 76826 | 5256250 | 5256250 | 2045373 |
Largest Losing Trade | -33063 | -27743 | -33063 | -2667710 | -1795884 | -2667710 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 33 | 40 | 27 | 33 | 40 | 27 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5333 | 2964 | 2369 | 5333 | 2964 | 2369 |
Profit Streak | 0 | 35.0867 | 0 | 0 | 35.0867 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470205 | 480072 | -308464 | -50820 | 317701 | -580509 |
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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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