Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026948.0678 | 987615.6475 | 39332.4203 | 2036858.5073 | 1644689.3805 | 392169.1269 |
Total P&L (%) | 1026.9481 | 987.6156 | 39.3324 | 2036.8585 | 1644.6894 | 392.1691 |
Avg Daily Profit (%) | 0.4695 | 0.4515 | 0.018 | 0.1401 | 0.1308 | 0.0729 |
Buy And Hold Return (%) | 588.9844 | 588.9844 | 588.9844 | 588.9844 | 588.9844 | 588.9844 |
Max Trade Drawdown | -183109 | -177751 | -33781 | -4427079 | -3909324 | -784937 |
Profit Factor | 2.1893 | 2.3694 | 1.2764 | 1.1739 | 1.1701 | 1.192 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 53.405 | 51.0791 | 55.7143 | 53.405 | 51.0791 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.9101 | 2.2693 | 1.0146 | 1.0242 | 1.1206 | 0.9475 |
Largest Winning Trade | 284390 | 284390 | 17744 | 1588349 | 1588349 | 313038 |
Largest Losing Trade | -57642 | -57642 | -12630 | -1001384 | -1001384 | -422979 |
Avg Bars in Trades | 45 | 87 | 3 | 45 | 87 | 3 |
Avg Bars in Winners | 36 | 72 | 2 | 36 | 72 | 2 |
Avg Bars in Losers | 55 | 102 | 3 | 55 | 102 | 3 |
Bars Traded | 12569 | 12126 | 442 | 12569 | 12126 | 442 |
Profit Streak | 93.555 | 94.8884 | 93.555 | 93.555 | 94.8884 | 93.555 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334555 | 250914 | -332473 | -34175 | -53414 | -270238 |
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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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