Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012454.5209 | 792170.4049 | 220284.116 | 12119271.0207 | 8563750.457 | 3555520.5638 |
Total P&L (%) | 1012.4545 | 792.1704 | 220.2841 | 12119.271 | 8563.7505 | 3555.5206 |
Avg Daily Profit (%) | 0.5374 | 0.4205 | 0.1169 | 0.2554 | 0.2371 | 0.1912 |
Buy And Hold Return (%) | 246.0651 | 246.0651 | 246.0651 | 246.0651 | 246.0651 | 246.0651 |
Max Trade Drawdown | -108640 | -111349 | -117533 | -9663185 | -6643613 | -5115141 |
Profit Factor | 1.8597 | 2.4493 | 1.349 | 1.2074 | 1.2871 | 1.1242 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 150 | 68 | 82 | 150 | 68 | 82 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 57.4713 | 52.3077 | 62.5954 | 57.4713 | 52.3077 | 62.5954 |
Ratio Avg Win / Avg Loss | 1.3762 | 2.2332 | 0.8061 | 0.8934 | 1.1735 | 0.6718 |
Largest Winning Trade | 245985 | 245985 | 47189 | 5640903 | 5640903 | 1627933 |
Largest Losing Trade | -73841 | -25806 | -73841 | -4414828 | -2378589 | -4414828 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3738 | 1860 | 1878 | 3738 | 1860 | 1878 |
Profit Streak | 11.3681 | 0 | 18.3681 | 11.3681 | 0 | 18.3681 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520760 | 433474 | -201701 | 345900 | 314191 | -75308 |
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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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