Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774631.7662 | 643034.1727 | 131597.5935 | 18520249.8953 | 16921501.2509 | 1598748.6444 |
Total P&L (%) | 774.6318 | 643.0342 | 131.5976 | 18520.2499 | 16921.5013 | 1598.7486 |
Avg Daily Profit (%) | 0.3097 | 0.2571 | 0.0526 | 0.2092 | 0.2056 | 0.1133 |
Buy And Hold Return (%) | 1695.6432 | 1695.6432 | 1695.6432 | 1695.6432 | 1695.6432 | 1695.6432 |
Max Trade Drawdown | -77988 | -53422 | -69645 | -3439886 | -2344028 | -3870307 |
Profit Factor | 1.7372 | 2.1454 | 1.2689 | 1.5227 | 1.9356 | 1.0922 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 284 | 145 | 139 | 284 | 145 | 139 |
Losing Trades | 242 | 118 | 124 | 242 | 118 | 124 |
Profitability (%) | 53.9924 | 55.1331 | 52.8517 | 53.9924 | 55.1331 | 52.8517 |
Ratio Avg Win / Avg Loss | 1.4803 | 1.7459 | 1.132 | 1.2975 | 1.5752 | 0.9743 |
Largest Winning Trade | 100470 | 100470 | 40477 | 4556756 | 4556756 | 1437200 |
Largest Losing Trade | -39709 | -39709 | -20779 | -1449970 | -1449970 | -1245494 |
Avg Bars in Trades | 18 | 23 | 13 | 18 | 23 | 13 |
Avg Bars in Winners | 18 | 25 | 11 | 18 | 25 | 11 |
Avg Bars in Losers | 18 | 22 | 16 | 18 | 22 | 16 |
Bars Traded | 9828 | 6243 | 3585 | 9828 | 6243 | 3585 |
Profit Streak | 5.5671 | 6.8171 | 0 | 5.5671 | 6.8171 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150371 | -150721 | -287079 | 497147 | 511596 | -326466 |
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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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