Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361052.8319 | 1280448.2505 | 80604.5814 | 47099597.8603 | 39051629.8583 | 8047968.0021 |
Total P&L (%) | 1361.0528 | 1280.4483 | 80.6046 | 47099.5979 | 39051.6299 | 8047.968 |
Avg Daily Profit (%) | 0.6535 | 0.6148 | 0.0387 | 0.2961 | 0.2871 | 0.2115 |
Buy And Hold Return (%) | 10253.6206 | 10253.6206 | 10253.6206 | 10253.6206 | 10253.6206 | 10253.6206 |
Max Trade Drawdown | -81334 | -97075 | -105012 | -11469934 | -8644493 | -14920966 |
Profit Factor | 2.2921 | 3.6627 | 1.1408 | 1.4575 | 1.8009 | 1.1485 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Profitability (%) | 40.625 | 36.875 | 44.375 | 40.625 | 36.875 | 44.375 |
Ratio Avg Win / Avg Loss | 3.3499 | 6.2701 | 1.43 | 2.1302 | 3.0828 | 1.4397 |
Largest Winning Trade | 434817 | 434817 | 33340 | 10595385 | 10595385 | 5409649 |
Largest Losing Trade | -46392 | -16439 | -46392 | -4307397 | -3664488 | -4307397 |
Avg Bars in Trades | 77 | 75 | 80 | 77 | 75 | 80 |
Avg Bars in Winners | 121 | 121 | 121 | 121 | 121 | 121 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 24851 | 12030 | 12821 | 24851 | 12030 | 12821 |
Profit Streak | 24.8399 | 34.5066 | 24.8399 | 24.8399 | 34.5066 | 24.8399 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150447 | -151660 | -374002 | 301496 | 198929 | -216133 |
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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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