Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901501.7589 | 730180.2054 | 171321.5535 | 15557505.7824 | 13201107.74 | 2356398.0424 |
Total P&L (%) | 901.5018 | 730.1802 | 171.3216 | 15557.5058 | 13201.1077 | 2356.398 |
Avg Daily Profit (%) | 0.4327 | 0.3505 | 0.0822 | 0.2429 | 0.235 | 0.1538 |
Buy And Hold Return (%) | 470.0874 | 470.0874 | 470.0874 | 470.0874 | 470.0874 | 470.0874 |
Max Trade Drawdown | -149306 | -69888 | -143261 | -22311539 | -11546764 | -13373153 |
Profit Factor | 1.7789 | 2.4039 | 1.2688 | 1.1775 | 1.3255 | 1.05 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Losing Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Profitability (%) | 49.1582 | 53.3784 | 44.9664 | 49.1582 | 53.3784 | 44.9664 |
Ratio Avg Win / Avg Loss | 1.8398 | 2.0996 | 1.5529 | 1.2178 | 1.1577 | 1.2851 |
Largest Winning Trade | 203142 | 203142 | 67493 | 6692021 | 6692021 | 4190678 |
Largest Losing Trade | -36463 | -36463 | -31530 | -4997146 | -4997146 | -4038309 |
Avg Bars in Trades | 83 | 66 | 99 | 83 | 66 | 99 |
Avg Bars in Winners | 99 | 70 | 134 | 99 | 70 | 134 |
Avg Bars in Losers | 67 | 62 | 71 | 67 | 62 | 71 |
Bars Traded | 24705 | 9860 | 14845 | 24705 | 9860 | 14845 |
Profit Streak | 0 | 41.6074 | 0 | 0 | 41.6074 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258805 | 206521 | -250046 | -15668 | 369958 | -161290 |
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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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