Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555972.4386 | 1449845.0325 | 106127.4061 | 8540795.6144 | 7118428.2226 | 1422367.3919 |
Total P&L (%) | 1555.9724 | 1449.845 | 106.1274 | 8540.7956 | 7118.4282 | 1422.3674 |
Avg Daily Profit (%) | 0.8531 | 0.7949 | 0.0582 | 0.2448 | 0.2349 | 0.1494 |
Buy And Hold Return (%) | 639.1257 | 639.1257 | 639.1257 | 639.1257 | 639.1257 | 639.1257 |
Max Trade Drawdown | -100511 | -54243 | -57968 | -9113585 | -6988638 | -5543631 |
Profit Factor | 2.9808 | 4.8279 | 1.2609 | 1.1979 | 1.3222 | 1.0675 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 32.1951 | 28.4314 | 35.9223 | 32.1951 | 28.4314 | 35.9223 |
Ratio Avg Win / Avg Loss | 6.2778 | 12.1529 | 2.2492 | 2.5229 | 3.3284 | 1.9043 |
Largest Winning Trade | 939240 | 939240 | 75013 | 6826256 | 6826256 | 3970658 |
Largest Losing Trade | -22458 | -22458 | -20815 | -2698354 | -2529675 | -2698354 |
Avg Bars in Trades | 104 | 93 | 115 | 104 | 93 | 115 |
Avg Bars in Winners | 238 | 240 | 237 | 238 | 240 | 237 |
Avg Bars in Losers | 41 | 35 | 47 | 41 | 35 | 47 |
Bars Traded | 21486 | 9556 | 11930 | 21486 | 9556 | 11930 |
Profit Streak | 15.3051 | 0 | 17.3051 | 15.3051 | 0 | 17.3051 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347249 | 25863 | -285232 | 52837 | -5307 | -148879 |
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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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