Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870737.5608 | 793776.3791 | 76961.1816 | 4526414.0829 | 6247648.7652 | -1721234.6823 |
Total P&L (%) | 870.7376 | 793.7764 | 76.9612 | 4526.4141 | 6247.6488 | -1721.2347 |
Avg Daily Profit (%) | 0.3482 | 0.3175 | 0.0308 | 0.1535 | 0.1661 | 0 |
Buy And Hold Return (%) | 897.5773 | 897.5773 | 897.5773 | 897.5773 | 897.5773 | 897.5773 |
Max Trade Drawdown | -109242 | -61391 | -104037 | -2185759 | -1158491 | -2746272 |
Profit Factor | 2.1189 | 3.2328 | 1.1821 | 1.3411 | 2.1356 | 0.7784 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 51.1312 | 48.6486 | 53.6364 | 51.1312 | 48.6486 | 53.6364 |
Ratio Avg Win / Avg Loss | 2.0251 | 3.4124 | 1.0218 | 1.2818 | 2.2542 | 0.6729 |
Largest Winning Trade | 363220 | 363220 | 57641 | 3311651 | 3311651 | 591825 |
Largest Losing Trade | -53905 | -23236 | -53905 | -1627921 | -608315 | -1627921 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 7263 | 3670 | 3593 | 7263 | 3670 | 3593 |
Profit Streak | 28.2123 | 38.5457 | 0 | 28.2123 | 38.5457 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150599 | -150795 | -337592 | 306515 | 415639 | -580568 |
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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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