Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294389.3741 | 1206302.153 | 88087.2211 | 3739704.0705 | 1771547.8731 | 1968156.1974 |
Total P&L (%) | 1294.3894 | 1206.3022 | 88.0872 | 3739.7041 | 1771.5479 | 1968.1562 |
Avg Daily Profit (%) | 0.7094 | 0.6611 | 0.0483 | 0.2001 | 0.1607 | 0.1662 |
Buy And Hold Return (%) | 718.0557 | 718.0557 | 718.0557 | 718.0557 | 718.0557 | 718.0557 |
Max Trade Drawdown | -90650 | -115370 | -29953 | -3895678 | -4573722 | -531389 |
Profit Factor | 2.5446 | 2.8895 | 1.4413 | 1.1673 | 1.0976 | 1.4683 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 60 | 56.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.6964 | 2.2096 | 0.8344 | 0.7782 | 0.8394 | 0.85 |
Largest Winning Trade | 669902 | 669902 | 15886 | 2538603 | 2538603 | 349749 |
Largest Losing Trade | -60530 | -60530 | -15269 | -3041766 | -3041766 | -335399 |
Avg Bars in Trades | 89 | 169 | 10 | 89 | 169 | 10 |
Avg Bars in Winners | 83 | 166 | 10 | 83 | 166 | 10 |
Avg Bars in Losers | 98 | 172 | 11 | 98 | 172 | 11 |
Bars Traded | 21548 | 20288 | 1260 | 21548 | 20288 | 1260 |
Profit Streak | 82.0239 | 85.6072 | 82.0239 | 82.0239 | 85.6072 | 82.0239 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471387 | 376777 | -291795 | -27247 | -108896 | 251629 |
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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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