Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2409586.5166 | 2303814.5953 | 105771.9213 | 3165348.8055 | 1389016.3785 | 1776332.4269 |
Total P&L (%) | 2409.5865 | 2303.8146 | 105.7719 | 3165.3488 | 1389.0164 | 1776.3324 |
Avg Daily Profit (%) | 1.1566 | 1.1058 | 0.0508 | 0.1675 | 0.1297 | 0.1408 |
Buy And Hold Return (%) | 301.0967 | 301.0967 | 301.0967 | 301.0967 | 301.0967 | 301.0967 |
Max Trade Drawdown | -94193 | -58151 | -86881 | -1673835 | -1100288 | -1636823 |
Profit Factor | 3.5365 | 5.8504 | 1.2227 | 1.2236 | 1.197 | 1.2499 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Profitability (%) | 50.8696 | 53.0435 | 48.6957 | 50.8696 | 53.0435 | 48.6957 |
Ratio Avg Win / Avg Loss | 3.4156 | 5.1791 | 1.2882 | 1.1817 | 1.0596 | 1.3168 |
Largest Winning Trade | 2158517 | 2158517 | 51252 | 913145 | 913145 | 638880 |
Largest Losing Trade | -50864 | -49907 | -50864 | -729122 | -570870 | -729122 |
Avg Bars in Trades | 106 | 100 | 111 | 106 | 100 | 111 |
Avg Bars in Winners | 127 | 118 | 138 | 127 | 118 | 138 |
Avg Bars in Losers | 84 | 81 | 86 | 84 | 81 | 86 |
Bars Traded | 24446 | 11591 | 12855 | 24446 | 11591 | 12855 |
Profit Streak | 5.7955 | 5.7955 | 21.0455 | 5.7955 | 5.7955 | 21.0455 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 816696 | 817095 | -290979 | 355143 | -24078 | -5272 |
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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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