Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516985.9486 | 1445673.5039 | 71312.4447 | 2375939.6176 | 967660.4493 | 1408279.1683 |
Total P&L (%) | 1516.9859 | 1445.6735 | 71.3124 | 2375.9396 | 967.6604 | 1408.2792 |
Avg Daily Profit (%) | 0.6823 | 0.6502 | 0.0321 | 0.1444 | 0.1066 | 0.1221 |
Buy And Hold Return (%) | 769.9497 | 769.9497 | 769.9497 | 769.9497 | 769.9497 | 769.9497 |
Max Trade Drawdown | -97400 | -67245 | -169527 | -1157953 | -1976878 | -650765 |
Profit Factor | 2.3112 | 3.6874 | 1.1152 | 1.3023 | 1.2185 | 1.4105 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Profitability (%) | 43.3735 | 45.1613 | 41.6 | 43.3735 | 45.1613 | 41.6 |
Ratio Avg Win / Avg Loss | 3.0174 | 4.4776 | 1.5656 | 1.7003 | 1.4796 | 1.9802 |
Largest Winning Trade | 1125702 | 1125702 | 48406 | 662590 | 662590 | 598100 |
Largest Losing Trade | -64636 | -36184 | -64636 | -394976 | -394976 | -329401 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 8695 | 4437 | 4258 | 8695 | 4437 | 4258 |
Profit Streak | 6.1089 | 49.1089 | 6.1089 | 6.1089 | 49.1089 | 6.1089 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337226 | 356271 | -411301 | -1740 | -137732 | -38522 |
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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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