Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541292.2911 | 1464110.9937 | 77181.2975 | 3107327.3251 | 4818276.2511 | -1710948.926 |
Total P&L (%) | 1541.2923 | 1464.111 | 77.1813 | 3107.3273 | 4818.2763 | -1710.9489 |
Avg Daily Profit (%) | 0.6999 | 0.6648 | 0.035 | 0.1576 | 0.177 | 0 |
Buy And Hold Return (%) | 642 | 642 | 642 | 642 | 642 | 642 |
Max Trade Drawdown | -170191 | -179819 | -79039 | -8687961 | -8752084 | -4382133 |
Profit Factor | 2.4102 | 2.9462 | 1.2266 | 1.0747 | 1.1724 | 0.8744 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 154 | 73 | 81 | 154 | 73 | 81 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 51.3333 | 48.6667 | 54 | 51.3333 | 48.6667 | 54 |
Ratio Avg Win / Avg Loss | 2.285 | 3.1076 | 1.0448 | 1.0189 | 1.2366 | 0.7449 |
Largest Winning Trade | 742514 | 742514 | 22112 | 8628735 | 8628735 | 804082 |
Largest Losing Trade | -28792 | -28792 | -23369 | -1920006 | -1920006 | -1560603 |
Avg Bars in Trades | 28 | 48 | 9 | 28 | 48 | 9 |
Avg Bars in Winners | 33 | 60 | 9 | 33 | 60 | 9 |
Avg Bars in Losers | 23 | 36 | 9 | 23 | 36 | 9 |
Bars Traded | 8658 | 7278 | 1380 | 8658 | 7278 | 1380 |
Profit Streak | 0 | 14.8518 | 0 | 0 | 14.8518 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529359 | 465048 | -311192 | -130093 | -22769 | -579751 |
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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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