Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767360.6686 | 615939.703 | 151420.9656 | 3323183.7599 | 3462007.3238 | -138823.564 |
Total P&L (%) | 767.3607 | 615.9397 | 151.421 | 3323.1838 | 3462.0073 | -138.8236 |
Avg Daily Profit (%) | 0.3064 | 0.2459 | 0.0605 | 0.1412 | 0.1427 | 0 |
Buy And Hold Return (%) | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 |
Max Trade Drawdown | -119237 | -78130 | -91723 | -7498557 | -4520502 | -5446974 |
Profit Factor | 1.6337 | 1.9379 | 1.2732 | 1.0965 | 1.1941 | 0.9916 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Profitability (%) | 46.5517 | 47.5862 | 45.5172 | 46.5517 | 47.5862 | 45.5172 |
Ratio Avg Win / Avg Loss | 1.8757 | 2.1345 | 1.524 | 1.2589 | 1.3152 | 1.187 |
Largest Winning Trade | 158872 | 158872 | 40987 | 2642870 | 2642870 | 1376946 |
Largest Losing Trade | -39110 | -36625 | -39110 | -1790627 | -1263598 | -1790627 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 14888 | 7641 | 7247 | 14888 | 7641 | 7247 |
Profit Streak | 41.5275 | 47.3608 | 41.5275 | 41.5275 | 47.3608 | 41.5275 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493890 | 431656 | -114376 | -116915 | -9257 | -580037 |
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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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