Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828717.8859 | 693092.0659 | 135625.82 | 14791105.7983 | 11399945.3751 | 3391160.4232 |
Total P&L (%) | 828.7179 | 693.0921 | 135.6258 | 14791.1058 | 11399.9454 | 3391.1604 |
Avg Daily Profit (%) | 0.4575 | 0.3826 | 0.0749 | 0.2766 | 0.2623 | 0.1963 |
Buy And Hold Return (%) | 520.1784 | 520.1784 | 520.1784 | 520.1784 | 520.1784 | 520.1784 |
Max Trade Drawdown | -67327 | -75823 | -81608 | -14147277 | -13417171 | -8769765 |
Profit Factor | 1.8542 | 2.4157 | 1.2822 | 1.2018 | 1.2701 | 1.109 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 50.7519 | 50.3759 | 51.1278 | 50.7519 | 50.3759 | 51.1278 |
Ratio Avg Win / Avg Loss | 1.7992 | 2.3796 | 1.2256 | 1.1661 | 1.2511 | 1.0601 |
Largest Winning Trade | 153471 | 153471 | 75807 | 8765756 | 8765756 | 4697218 |
Largest Losing Trade | -30213 | -27361 | -30213 | -4946166 | -4821188 | -4946166 |
Avg Bars in Trades | 80 | 71 | 89 | 80 | 71 | 89 |
Avg Bars in Winners | 93 | 71 | 114 | 93 | 71 | 114 |
Avg Bars in Losers | 68 | 72 | 63 | 68 | 72 | 63 |
Bars Traded | 21482 | 9560 | 11922 | 21482 | 9560 | 11922 |
Profit Streak | 10.5929 | 0 | 14.0096 | 10.5929 | 0 | 14.0096 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226625 | -48312 | -258233 | 371332 | 299463 | -92363 |
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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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