Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1583085.6936 | 1498567.1389 | 84518.5547 | 6649955.6717 | 6983903.3661 | -333947.6944 |
Total P&L (%) | 1583.0857 | 1498.5671 | 84.5186 | 6649.9557 | 6983.9034 | -333.9477 |
Avg Daily Profit (%) | 0.8693 | 0.8229 | 0.0464 | 0.2316 | 0.2342 | 0 |
Buy And Hold Return (%) | 642.4138 | 642.4138 | 642.4138 | 642.4138 | 642.4138 | 642.4138 |
Max Trade Drawdown | -139710 | -78770 | -104282 | -8348679 | -4789084 | -5450442 |
Profit Factor | 2.6414 | 4.24 | 1.1684 | 1.1845 | 1.3859 | 0.9814 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Profitability (%) | 33.6601 | 33.3333 | 33.9869 | 33.6601 | 33.3333 | 33.9869 |
Ratio Avg Win / Avg Loss | 5.2059 | 8.48 | 2.2693 | 2.3346 | 2.7719 | 1.9062 |
Largest Winning Trade | 930645 | 930645 | 76797 | 7629755 | 7629755 | 2898882 |
Largest Losing Trade | -17793 | -15312 | -17793 | -1766108 | -1766108 | -1063258 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 158 | 137 | 179 | 158 | 137 | 179 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 21479 | 9499 | 11980 | 21479 | 9499 | 11980 |
Profit Streak | 0 | 16.1774 | 0 | 0 | 16.1774 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349786 | 363380 | -336886 | -12876 | 158098 | -583981 |
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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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