Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058003.6417 | 977294.3866 | 80709.2551 | 4223241.7292 | 3663777.8703 | 559463.8589 |
Total P&L (%) | 1058.0036 | 977.2944 | 80.7093 | 4223.2417 | 3663.7779 | 559.4639 |
Avg Daily Profit (%) | 0.4801 | 0.4435 | 0.0366 | 0.1711 | 0.1648 | 0.0856 |
Buy And Hold Return (%) | 353.2065 | 353.2065 | 353.2065 | 353.2065 | 353.2065 | 353.2065 |
Max Trade Drawdown | -121033 | -67444 | -93817 | -2191692 | -2167254 | -1656600 |
Profit Factor | 2.2138 | 2.9572 | 1.2168 | 1.3355 | 1.4694 | 1.117 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 42.328 | 40 | 44.6809 | 42.328 | 40 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.0164 | 4.4359 | 1.5065 | 1.8197 | 2.2041 | 1.383 |
Largest Winning Trade | 467030 | 467030 | 65720 | 4256818 | 4256818 | 677540 |
Largest Losing Trade | -37788 | -37788 | -32307 | -873964 | -873964 | -530010 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Losers | 39 | 42 | 37 | 39 | 42 | 37 |
Bars Traded | 12986 | 6441 | 6545 | 12986 | 6441 | 6545 |
Profit Streak | 0 | 0 | 27.552 | 0 | 0 | 27.552 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343275 | 297296 | -310428 | 259510 | 207974 | -181048 |
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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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