Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941581.4579 | 787678.7777 | 153902.6802 | 23494302.2592 | 24925240.6453 | -1430938.3862 |
Total P&L (%) | 941.5815 | 787.6788 | 153.9027 | 23494.3023 | 24925.2406 | -1430.9384 |
Avg Daily Profit (%) | 0.3764 | 0.3149 | 0.0615 | 0.2186 | 0.221 | 0 |
Buy And Hold Return (%) | 679.0624 | 679.0624 | 679.0624 | 679.0624 | 679.0624 | 679.0624 |
Max Trade Drawdown | -85685 | -55308 | -43942 | -11047451 | -5299371 | -6475698 |
Profit Factor | 2.0806 | 2.6138 | 1.4016 | 1.5564 | 2.1135 | 0.9279 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 176 | 91 | 85 | 176 | 91 | 85 |
Profitability (%) | 38.2456 | 36.3636 | 40.1408 | 38.2456 | 36.3636 | 40.1408 |
Ratio Avg Win / Avg Loss | 3.3596 | 4.5742 | 2.0901 | 2.5131 | 3.6986 | 1.3837 |
Largest Winning Trade | 170866 | 170866 | 48842 | 9393680 | 9393680 | 4790814 |
Largest Losing Trade | -27302 | -25809 | -27302 | -5385072 | -5185211 | -5385072 |
Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Winners | 42 | 47 | 38 | 42 | 47 | 38 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 7311 | 3902 | 3409 | 7311 | 3902 | 3409 |
Profit Streak | 26.0997 | 26.0997 | 47.4331 | 26.0997 | 26.0997 | 47.4331 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33788 | -106669 | -277487 | 330305 | 272796 | -581856 |
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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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