Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623551.9731 | 542928.082 | 80623.8911 | 4237428.6101 | 3929417.073 | 308011.537 |
Total P&L (%) | 623.552 | 542.9281 | 80.6239 | 4237.4286 | 3929.4171 | 308.0115 |
Avg Daily Profit (%) | 0.2495 | 0.2172 | 0.0323 | 0.151 | 0.148 | 0.0563 |
Buy And Hold Return (%) | 895.9001 | 895.9001 | 895.9001 | 895.9001 | 895.9001 | 895.9001 |
Max Trade Drawdown | -87669 | -72633 | -62874 | -1595540 | -1070720 | -1318710 |
Profit Factor | 1.8912 | 2.4736 | 1.2434 | 1.6833 | 2.2805 | 1.0983 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Losing Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Profitability (%) | 62.9108 | 66.9811 | 58.8785 | 62.9108 | 66.9811 | 58.8785 |
Ratio Avg Win / Avg Loss | 1.115 | 1.2194 | 0.8684 | 0.9924 | 1.1242 | 0.7671 |
Largest Winning Trade | 106339 | 106339 | 31346 | 1035802 | 1035802 | 459793 |
Largest Losing Trade | -54484 | -54484 | -26457 | -858637 | -858637 | -628373 |
Avg Bars in Trades | 65 | 106 | 24 | 65 | 106 | 24 |
Avg Bars in Winners | 56 | 79 | 30 | 56 | 79 | 30 |
Avg Bars in Losers | 80 | 161 | 16 | 80 | 161 | 16 |
Bars Traded | 13939 | 11280 | 2659 | 13939 | 11280 | 2659 |
Profit Streak | 52.8056 | 64.8056 | 52.8056 | 52.8056 | 64.8056 | 52.8056 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150424 | -150565 | -314866 | 391290 | 350233 | -394965 |
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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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