Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032836.1849 | 1009605.8695 | 23230.3154 | 535588.664 | 35859.0271 | 499729.6369 |
Total P&L (%) | 1032.8362 | 1009.6059 | 23.2303 | 535.5887 | 35.859 | 499.7296 |
Avg Daily Profit (%) | 0.5719 | 0.559 | 0.0129 | 0.1025 | 0.017 | 0.0992 |
Buy And Hold Return (%) | 307.2993 | 307.2993 | 307.2993 | 307.2993 | 307.2993 | 307.2993 |
Max Trade Drawdown | -152165 | -168233 | -37296 | -2507537 | -2528538 | -381327 |
Profit Factor | 2.1492 | 2.3015 | 1.1888 | 1.0457 | 1.0034 | 1.3829 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 35.1955 | 25.8427 | 44.4444 | 35.1955 | 25.8427 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.9573 | 6.6044 | 1.486 | 1.9254 | 2.8794 | 1.7286 |
Largest Winning Trade | 454361 | 454361 | 15090 | 1175064 | 1175064 | 265446 |
Largest Losing Trade | -39101 | -39101 | -19870 | -951614 | -951614 | -267698 |
Avg Bars in Trades | 116 | 228 | 5 | 116 | 228 | 5 |
Avg Bars in Winners | 196 | 527 | 6 | 196 | 527 | 6 |
Avg Bars in Losers | 72 | 124 | 4 | 72 | 124 | 4 |
Bars Traded | 20826 | 20348 | 478 | 20826 | 20348 | 478 |
Profit Streak | 95.6373 | 95.6373 | 117.3873 | 95.6373 | 95.6373 | 117.3873 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325897 | -13226 | -355106 | -236999 | -577443 | -69015 |
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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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