Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681126.7265 | 578638.8153 | 102487.9112 | 1579862.7148 | 127773.9999 | 1452088.7148 |
Total P&L (%) | 681.1267 | 578.6388 | 102.4879 | 1579.8627 | 127.774 | 1452.0887 |
Avg Daily Profit (%) | 0.3271 | 0.2779 | 0.0492 | 0.1356 | 0.0395 | 0.1318 |
Buy And Hold Return (%) | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 |
Max Trade Drawdown | -199192 | -168389 | -153660 | -4971628 | -4836328 | -1154240 |
Profit Factor | 1.6307 | 2.0364 | 1.1965 | 1.092 | 1.0123 | 1.2149 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 152 | 83 | 69 | 152 | 83 | 69 |
Profitability (%) | 40.856 | 35.6589 | 46.0938 | 40.856 | 35.6589 | 46.0938 |
Ratio Avg Win / Avg Loss | 2.3606 | 3.6744 | 1.3992 | 1.5808 | 1.8265 | 1.4208 |
Largest Winning Trade | 195340 | 195340 | 41657 | 3436963 | 3436963 | 981571 |
Largest Losing Trade | -32007 | -32007 | -28390 | -1694284 | -1694284 | -584057 |
Avg Bars in Trades | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Winners | 142 | 152 | 134 | 142 | 152 | 134 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 24760 | 12379 | 12381 | 24760 | 12379 | 12381 |
Profit Streak | 5.8971 | 8.4805 | 5.8971 | 5.8971 | 8.4805 | 5.8971 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389536 | 235679 | -298428 | -130477 | -486264 | -18175 |
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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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