Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457687.3223 | 1381261.6026 | 76425.7198 | 2566352.8839 | 2075417.1962 | 490935.6878 |
Total P&L (%) | 1457.6873 | 1381.2616 | 76.4257 | 2566.3529 | 2075.4172 | 490.9357 |
Avg Daily Profit (%) | 0.7765 | 0.7358 | 0.0407 | 0.175 | 0.1642 | 0.0947 |
Buy And Hold Return (%) | 288.6376 | 288.6376 | 288.6376 | 288.6376 | 288.6376 | 288.6376 |
Max Trade Drawdown | -120004 | -61082 | -125993 | -1807173 | -1032498 | -946619 |
Profit Factor | 3.1341 | 4.9437 | 1.2296 | 1.2678 | 1.4115 | 1.1082 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 68 | 25 | 43 | 68 | 25 | 43 |
Losing Trades | 145 | 82 | 63 | 145 | 82 | 63 |
Profitability (%) | 31.9249 | 23.3645 | 40.566 | 31.9249 | 23.3645 | 40.566 |
Ratio Avg Win / Avg Loss | 6.683 | 16.2154 | 1.8016 | 2.7034 | 4.6297 | 1.6236 |
Largest Winning Trade | 1115219 | 1115219 | 65284 | 1423167 | 1423167 | 1154570 |
Largest Losing Trade | -21180 | -15599 | -21180 | -555899 | -352465 | -555899 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 62 | 65 | 60 | 62 | 65 | 60 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5426 | 2229 | 3197 | 5426 | 2229 | 3197 |
Profit Streak | 0 | 0 | 22.8283 | 0 | 0 | 22.8283 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432621 | -18168 | -306932 | 114704 | -27406 | -179278 |
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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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