Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918403.9384 | 794770.4644 | 123633.474 | 8854777.9143 | 4199539.353 | 4655238.5612 |
Total P&L (%) | 918.4039 | 794.7705 | 123.6335 | 8854.7779 | 4199.5394 | 4655.2386 |
Avg Daily Profit (%) | 0.5033 | 0.4356 | 0.0678 | 0.2466 | 0.2063 | 0.2119 |
Buy And Hold Return (%) | 627.3248 | 627.3248 | 627.3248 | 627.3248 | 627.3248 | 627.3248 |
Max Trade Drawdown | -146608 | -97464 | -115659 | -9058586 | -7381985 | -5387087 |
Profit Factor | 1.6899 | 2.2214 | 1.1817 | 1.2249 | 1.2153 | 1.2344 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Losing Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Profitability (%) | 40.8537 | 40.6504 | 41.0569 | 40.8537 | 40.6504 | 41.0569 |
Ratio Avg Win / Avg Loss | 2.4466 | 3.2432 | 1.6965 | 1.7734 | 1.7743 | 1.7722 |
Largest Winning Trade | 226243 | 226243 | 55503 | 4994595 | 4994595 | 3222984 |
Largest Losing Trade | -26891 | -26891 | -20586 | -2875022 | -2875022 | -1626119 |
Avg Bars in Trades | 43 | 40 | 47 | 43 | 40 | 47 |
Avg Bars in Winners | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 21641 | 10015 | 11626 | 21641 | 10015 | 11626 |
Profit Streak | 15.9823 | 0 | 18.149 | 15.9823 | 0 | 18.149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7997 | -71361 | -289991 | 315528 | 203788 | 243044 |
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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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