Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604598.9915 | 450370.1975 | 154228.794 | 4033991.5899 | 5477274.7956 | -1443283.2057 |
Total P&L (%) | 604.599 | 450.3702 | 154.2288 | 4033.9916 | 5477.2748 | -1443.2832 |
Avg Daily Profit (%) | 0.2903 | 0.2163 | 0.0741 | 0.1789 | 0.1933 | 0 |
Buy And Hold Return (%) | 81.551 | 81.551 | 81.551 | 81.551 | 81.551 | 81.551 |
Max Trade Drawdown | -124630 | -45705 | -112806 | -7989931 | -4437930 | -5923137 |
Profit Factor | 1.6241 | 1.9948 | 1.2989 | 1.1475 | 1.4497 | 0.9049 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 50.8475 | 52.027 | 49.6599 | 50.8475 | 52.027 | 49.6599 |
Ratio Avg Win / Avg Loss | 1.5699 | 1.8393 | 1.3166 | 1.1092 | 1.3367 | 0.9172 |
Largest Winning Trade | 120801 | 120801 | 53361 | 2036401 | 2036401 | 1423473 |
Largest Losing Trade | -38352 | -30020 | -38352 | -2102641 | -2102641 | -1610010 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 100 | 105 | 95 | 100 | 105 | 95 |
Avg Bars in Losers | 66 | 66 | 67 | 66 | 66 | 67 |
Bars Traded | 24743 | 12803 | 11940 | 24743 | 12803 | 11940 |
Profit Streak | 25.1314 | 28.1314 | 25.1314 | 25.1314 | 28.1314 | 25.1314 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540062 | 420310 | -101352 | -47307 | 363199 | -580532 |
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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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