Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509608.8098 | 1380864.72 | 128744.0898 | 1452222.6502 | 192331.1158 | 1259891.5343 |
Total P&L (%) | 1509.6088 | 1380.8647 | 128.7441 | 1452.2227 | 192.3311 | 1259.8915 |
Avg Daily Profit (%) | 0.6506 | 0.5951 | 0.0555 | 0.1182 | 0.0462 | 0.1125 |
Buy And Hold Return (%) | 16.7232 | 16.7232 | 16.7232 | 16.7232 | 16.7232 | 16.7232 |
Max Trade Drawdown | -168604 | -133268 | -72702 | -943673 | -1326784 | -292300 |
Profit Factor | 3.0137 | 3.4763 | 1.6704 | 1.2794 | 1.0466 | 2.18 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 42.9379 | 35.2273 | 50.5618 | 42.9379 | 35.2273 | 50.5618 |
Ratio Avg Win / Avg Loss | 4.005 | 6.3918 | 1.6333 | 1.7003 | 1.9243 | 2.1316 |
Largest Winning Trade | 1235164 | 1235164 | 40256 | 870885 | 870885 | 241924 |
Largest Losing Trade | -45097 | -45097 | -32375 | -307393 | -307393 | -93079 |
Avg Bars in Trades | 25 | 47 | 2 | 25 | 47 | 2 |
Avg Bars in Winners | 35 | 83 | 2 | 35 | 83 | 2 |
Avg Bars in Losers | 16 | 28 | 2 | 16 | 28 | 2 |
Bars Traded | 4440 | 4214 | 226 | 4440 | 4214 | 226 |
Profit Streak | 10.168 | 11.668 | 10.168 | 10.168 | 11.668 | 10.168 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619381 | 454633 | -114973 | -34099 | -304778 | -37496 |
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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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