Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653960.627 | 1525732.7494 | 128227.8776 | 8476082.2078 | 6470804.9309 | 2005277.277 |
Total P&L (%) | 1653.9606 | 1525.7327 | 128.2279 | 8476.0822 | 6470.8049 | 2005.2773 |
Avg Daily Profit (%) | 0.9059 | 0.8357 | 0.0702 | 0.2441 | 0.2295 | 0.167 |
Buy And Hold Return (%) | 700.1639 | 700.1639 | 700.1639 | 700.1639 | 700.1639 | 700.1639 |
Max Trade Drawdown | -93060 | -79510 | -61880 | -14994288 | -7118128 | -9763846 |
Profit Factor | 3.0635 | 4.7765 | 1.3226 | 1.1887 | 1.2996 | 1.086 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 48.6772 | 47.8723 | 49.4737 | 48.6772 | 47.8723 | 49.4737 |
Ratio Avg Win / Avg Loss | 3.23 | 5.201 | 1.3507 | 1.2533 | 1.4151 | 1.1091 |
Largest Winning Trade | 1100904 | 1100904 | 42957 | 3870709 | 3870709 | 3864075 |
Largest Losing Trade | -43572 | -29979 | -43572 | -7055150 | -3075735 | -7055150 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 5309 | 2997 | 2312 | 5309 | 2997 | 2312 |
Profit Streak | 23.0912 | 34.4245 | 23.0912 | 23.0912 | 34.4245 | 23.0912 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608296 | 556074 | -263904 | -2279 | 312643 | -120595 |
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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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