Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081140.6497 | 961404.7238 | 119735.9259 | 3242877.766 | 2803118.0035 | 439759.7625 |
Total P&L (%) | 1081.1407 | 961.4047 | 119.7359 | 3242.8778 | 2803.118 | 439.7598 |
Avg Daily Profit (%) | 0.5191 | 0.4616 | 0.0575 | 0.1686 | 0.1619 | 0.081 |
Buy And Hold Return (%) | 82.548 | 82.548 | 82.548 | 82.548 | 82.548 | 82.548 |
Max Trade Drawdown | -140011 | -91091 | -204363 | -8275348 | -6501191 | -3866428 |
Profit Factor | 1.8776 | 2.7895 | 1.1724 | 1.0938 | 1.1779 | 1.0234 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 197 | 104 | 93 | 197 | 104 | 93 |
Profitability (%) | 31.3589 | 27.2727 | 35.4167 | 31.3589 | 27.2727 | 35.4167 |
Ratio Avg Win / Avg Loss | 4.1099 | 7.4386 | 2.1379 | 2.3941 | 3.141 | 1.8661 |
Largest Winning Trade | 512427 | 512427 | 57155 | 5341158 | 5341158 | 2427281 |
Largest Losing Trade | -26469 | -21269 | -26469 | -1740711 | -930742 | -1740711 |
Avg Bars in Trades | 85 | 67 | 104 | 85 | 67 | 104 |
Avg Bars in Winners | 190 | 157 | 215 | 190 | 157 | 215 |
Avg Bars in Losers | 38 | 33 | 43 | 38 | 33 | 43 |
Bars Traded | 24648 | 9611 | 15037 | 24648 | 9611 | 15037 |
Profit Streak | 17.1136 | 0 | 18.0303 | 17.1136 | 0 | 18.0303 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329439 | -4375 | -176859 | -113696 | -36026 | -284948 |
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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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