Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917672.0563 | 798500.9978 | 119171.0585 | 6363141.3271 | 1067439.2193 | 5295702.1077 |
Total P&L (%) | 917.6721 | 798.501 | 119.1711 | 6363.1413 | 1067.4392 | 5295.7021 |
Avg Daily Profit (%) | 0.4893 | 0.4258 | 0.0635 | 0.2225 | 0.1311 | 0.2129 |
Buy And Hold Return (%) | 288.7013 | 288.7013 | 288.7013 | 288.7013 | 288.7013 | 288.7013 |
Max Trade Drawdown | -98890 | -73480 | -93341 | -8895837 | -8267001 | -4012934 |
Profit Factor | 1.8371 | 2.51 | 1.21 | 1.1464 | 1.0464 | 1.2586 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 40.6349 | 37.5796 | 43.6709 | 40.6349 | 37.5796 | 43.6709 |
Ratio Avg Win / Avg Loss | 2.6838 | 4.1692 | 1.5607 | 1.6748 | 1.7381 | 1.6234 |
Largest Winning Trade | 200010 | 200010 | 47951 | 7869682 | 7869682 | 3179052 |
Largest Losing Trade | -26733 | -18127 | -26733 | -2115353 | -2115353 | -1644056 |
Avg Bars in Trades | 70 | 60 | 80 | 70 | 60 | 80 |
Avg Bars in Winners | 111 | 92 | 128 | 111 | 92 | 128 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 22261 | 9502 | 12759 | 22261 | 9502 | 12759 |
Profit Streak | 13.1775 | 0 | 15.4275 | 13.1775 | 0 | 15.4275 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347597 | 247299 | -274824 | -51569 | -192976 | 269392 |
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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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