Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961937.9921 | 863990.7703 | 97947.2218 | 5823998.9135 | 4126127.6001 | 1697871.3134 |
Total P&L (%) | 961.938 | 863.9908 | 97.9472 | 5823.9989 | 4126.1276 | 1697.8713 |
Avg Daily Profit (%) | 0.3848 | 0.3456 | 0.0392 | 0.1634 | 0.1499 | 0.1157 |
Buy And Hold Return (%) | 750.501 | 750.501 | 750.501 | 750.501 | 750.501 | 750.501 |
Max Trade Drawdown | -135829 | -92646 | -68304 | -316201 | -190318 | -316201 |
Profit Factor | 2.2594 | 2.6804 | 1.3923 | 4.7116 | 6.2272 | 3.1774 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 55.4404 | 54.1667 | 56.701 | 55.4404 | 54.1667 | 56.701 |
Ratio Avg Win / Avg Loss | 1.8159 | 2.268 | 1.0632 | 3.7869 | 5.2692 | 2.4264 |
Largest Winning Trade | 374193 | 374193 | 24920 | 1306381 | 1306381 | 519226 |
Largest Losing Trade | -47805 | -47805 | -29209 | -316201 | -77096 | -316201 |
Avg Bars in Trades | 74 | 124 | 25 | 74 | 124 | 25 |
Avg Bars in Winners | 87 | 151 | 28 | 87 | 151 | 28 |
Avg Bars in Losers | 58 | 93 | 20 | 58 | 93 | 20 |
Bars Traded | 14420 | 11990 | 2430 | 14420 | 11990 | 2430 |
Profit Streak | 68.2043 | 325.0377 | 68.2043 | 68.2043 | 325.0377 | 68.2043 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61525 | -102646 | -304281 | 647778 | 600336 | -35847 |
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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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