Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878476.4507 | 754158.7553 | 124317.6954 | 10389411.9862 | 8788836.3168 | 1600575.6694 |
Total P&L (%) | 878.4765 | 754.1588 | 124.3177 | 10389.412 | 8788.8363 | 1600.5757 |
Avg Daily Profit (%) | 0.4217 | 0.362 | 0.0597 | 0.2236 | 0.2156 | 0.1361 |
Buy And Hold Return (%) | 492.4305 | 492.4305 | 492.4305 | 492.4305 | 492.4305 | 492.4305 |
Max Trade Drawdown | -129985 | -88301 | -96180 | -10884647 | -7343917 | -6870740 |
Profit Factor | 1.7779 | 2.4259 | 1.207 | 1.2075 | 1.3614 | 1.0621 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 152 | 85 | 67 | 152 | 85 | 67 |
Losing Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Profitability (%) | 54.8736 | 61.1511 | 48.5507 | 54.8736 | 61.1511 | 48.5507 |
Ratio Avg Win / Avg Loss | 1.4621 | 1.5411 | 1.2791 | 0.993 | 0.8649 | 1.1255 |
Largest Winning Trade | 118377 | 118377 | 63442 | 4868981 | 4868981 | 2263919 |
Largest Losing Trade | -53206 | -53206 | -39447 | -3876250 | -1888566 | -3876250 |
Avg Bars in Trades | 89 | 76 | 101 | 89 | 76 | 101 |
Avg Bars in Winners | 90 | 66 | 121 | 90 | 66 | 121 |
Avg Bars in Losers | 87 | 92 | 83 | 87 | 92 | 83 |
Bars Traded | 24682 | 10623 | 14059 | 24682 | 10623 | 14059 |
Profit Streak | 10.1294 | 10.1294 | 23.5461 | 10.1294 | 10.1294 | 23.5461 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253667 | 214284 | -279710 | 333855 | 319821 | -166201 |
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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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