Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795371.9747 | 1792244.247 | 3127.7277 | 988013.9558 | 1154910.4215 | -166896.4656 |
Total P&L (%) | 1795.372 | 1792.2442 | 3.1277 | 988.014 | 1154.9104 | -166.8965 |
Avg Daily Profit (%) | 0.9614 | 0.9597 | 0.0017 | 0.1279 | 0.1355 | 0 |
Buy And Hold Return (%) | 533.4603 | 533.4603 | 533.4603 | 533.4603 | 533.4603 | 533.4603 |
Max Trade Drawdown | -113682 | -88472 | -162970 | -1007463 | -785519 | -682489 |
Profit Factor | 2.9624 | 5.4247 | 1.0061 | 1.1649 | 1.4156 | 0.9481 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 148 | 80 | 68 | 148 | 80 | 68 |
Profitability (%) | 30.5164 | 25.2336 | 35.8491 | 30.5164 | 25.2336 | 35.8491 |
Ratio Avg Win / Avg Loss | 6.745 | 16.0732 | 1.8005 | 2.6524 | 4.1945 | 1.6965 |
Largest Winning Trade | 1242944 | 1242944 | 62059 | 1103929 | 1103929 | 620733 |
Largest Losing Trade | -32442 | -23775 | -32442 | -257383 | -257383 | -195611 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3633 | 1532 | 2101 | 3633 | 1532 | 2101 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359747 | -10157 | -574515 | -73951 | -44323 | -583497 |
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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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