Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745133.0561 | 604642.5631 | 140490.493 | 1947827.1329 | 4147215.6443 | -2199388.5114 |
Total P&L (%) | 745.1331 | 604.6426 | 140.4905 | 1947.8271 | 4147.2156 | -2199.3885 |
Avg Daily Profit (%) | 0.4605 | 0.3737 | 0.0868 | 0.1868 | 0.232 | 0 |
Buy And Hold Return (%) | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 |
Max Trade Drawdown | -134473 | -98759 | -138222 | -10224581 | -6902124 | -8037114 |
Profit Factor | 1.6409 | 2.072 | 1.2347 | 1.0472 | 1.2036 | 0.8948 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Profitability (%) | 41.9608 | 40.9449 | 42.9688 | 41.9608 | 40.9449 | 42.9688 |
Ratio Avg Win / Avg Loss | 2.2696 | 2.9884 | 1.6388 | 1.4485 | 1.7359 | 1.1876 |
Largest Winning Trade | 148756 | 148756 | 53897 | 2965328 | 2965328 | 2296225 |
Largest Losing Trade | -58891 | -30063 | -58891 | -3649763 | -1459870 | -3649763 |
Avg Bars in Trades | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Winners | 105 | 112 | 98 | 105 | 112 | 98 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 18891 | 9757 | 9134 | 18891 | 9757 | 9134 |
Profit Streak | 499.122 | 505.5387 | 499.122 | 499.122 | 505.5387 | 499.122 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451428 | 371054 | -79125 | -161520 | 207436 | -581475 |
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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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