Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958919.7389 | 941938.9025 | 16980.8364 | 694204.6039 | -1199992.8193 | 1894197.4232 |
Total P&L (%) | 958.9197 | 941.9389 | 16.9808 | 694.2046 | -1199.9928 | 1894.1974 |
Avg Daily Profit (%) | 0.5332 | 0.5238 | 0.0094 | 0.1153 | 0 | 0.1666 |
Buy And Hold Return (%) | 354.8959 | 354.8959 | 354.8959 | 354.8959 | 354.8959 | 354.8959 |
Max Trade Drawdown | -205537 | -196607 | -111626 | -12279413 | -12856722 | -6100191 |
Profit Factor | 1.6914 | 2.3062 | 1.0255 | 1.0157 | 0.9536 | 1.1039 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 48.0565 | 46.4789 | 49.6454 | 48.0565 | 46.4789 | 49.6454 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.6556 | 1.0402 | 1.0979 | 1.0981 | 1.1197 |
Largest Winning Trade | 428086 | 428086 | 37874 | 4517898 | 4517898 | 2559822 |
Largest Losing Trade | -49159 | -34849 | -49159 | -4193229 | -4193229 | -2546750 |
Avg Bars in Trades | 75 | 96 | 54 | 75 | 96 | 54 |
Avg Bars in Winners | 94 | 117 | 73 | 94 | 117 | 73 |
Avg Bars in Losers | 57 | 78 | 34 | 57 | 78 | 34 |
Bars Traded | 21306 | 13675 | 7631 | 21306 | 13675 | 7631 |
Profit Streak | 12.0688 | 12.6521 | 0 | 12.0688 | 12.6521 | 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 | 434208 | 390379 | -538781 | -247711 | -580045 | -99863 |
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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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