Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768418.1788 | 697840.226 | 70577.9528 | 2687902.782 | 2419435.9304 | 268466.8516 |
Total P&L (%) | 768.4182 | 697.8402 | 70.578 | 2687.9028 | 2419.4359 | 268.4669 |
Avg Daily Profit (%) | 0.3501 | 0.3179 | 0.0322 | 0.1517 | 0.1471 | 0.0594 |
Buy And Hold Return (%) | 576.3064 | 576.3064 | 576.3064 | 576.3064 | 576.3064 | 576.3064 |
Max Trade Drawdown | -134650 | -157851 | -84097 | -2664429 | -2572591 | -311623 |
Profit Factor | 1.7958 | 2.0547 | 1.2322 | 1.3748 | 1.4398 | 1.1608 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 135 | 52 | 83 | 135 | 52 | 83 |
Losing Trades | 149 | 90 | 59 | 149 | 90 | 59 |
Profitability (%) | 47.5352 | 36.6197 | 58.4507 | 47.5352 | 36.6197 | 58.4507 |
Ratio Avg Win / Avg Loss | 1.982 | 3.5562 | 0.8759 | 1.5174 | 2.4919 | 0.8251 |
Largest Winning Trade | 189973 | 189973 | 30240 | 2862568 | 2862568 | 241728 |
Largest Losing Trade | -61784 | -42624 | -61784 | -1600694 | -1600694 | -247353 |
Avg Bars in Trades | 45 | 78 | 12 | 45 | 78 | 12 |
Avg Bars in Winners | 53 | 121 | 11 | 53 | 121 | 11 |
Avg Bars in Losers | 37 | 53 | 13 | 37 | 53 | 13 |
Bars Traded | 12848 | 11104 | 1744 | 12848 | 11104 | 1744 |
Profit Streak | 9.4837 | 9.4837 | 21.4837 | 9.4837 | 9.4837 | 21.4837 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47228 | -91490 | -315467 | 351343 | -532 | -322412 |
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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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