Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524357.981 | 1428458.9055 | 95899.0755 | 9772451.5053 | 6872661.9412 | 2899789.5641 |
Total P&L (%) | 1524.358 | 1428.4589 | 95.8991 | 9772.4515 | 6872.6619 | 2899.7896 |
Avg Daily Profit (%) | 0.8303 | 0.778 | 0.0522 | 0.2504 | 0.2315 | 0.1854 |
Buy And Hold Return (%) | 660.3778 | 660.3778 | 660.3778 | 660.3778 | 660.3778 | 660.3778 |
Max Trade Drawdown | -120626 | -67809 | -76614 | -8315809 | -5984543 | -5687805 |
Profit Factor | 3.1291 | 4.9845 | 1.2683 | 1.2902 | 1.3942 | 1.1785 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 30.1676 | 26.6667 | 33.7079 | 30.1676 | 26.6667 | 33.7079 |
Ratio Avg Win / Avg Loss | 7.2433 | 13.7073 | 2.4943 | 2.9866 | 3.8341 | 2.3178 |
Largest Winning Trade | 835607 | 835607 | 76396 | 5802999 | 5802999 | 3537334 |
Largest Losing Trade | -23822 | -23822 | -16836 | -1731129 | -1731129 | -1596034 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3619 | 1716 | 1904 | 3619 | 1716 | 1904 |
Profit Streak | 29.4481 | 33.4481 | 0 | 29.4481 | 33.4481 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301705 | -7003 | -294313 | 131279 | -11886 | -23359 |
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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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