Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686240.279 | 1613583.1388 | 72657.1401 | 3212925.504 | 2668867.5456 | 544057.9584 |
Total P&L (%) | 1686.2403 | 1613.5831 | 72.6571 | 3212.9255 | 2668.8675 | 544.058 |
Avg Daily Profit (%) | 0.9285 | 0.8885 | 0.04 | 0.1929 | 0.183 | 0.1026 |
Buy And Hold Return (%) | 515.6957 | 515.6957 | 515.6957 | 515.6957 | 515.6957 | 515.6957 |
Max Trade Drawdown | -137781 | -117571 | -45051 | -9486426 | -7521400 | -2051944 |
Profit Factor | 2.6719 | 3.3074 | 1.2349 | 1.1241 | 1.1474 | 1.07 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 167 | 88 | 79 | 167 | 88 | 79 |
Profitability (%) | 36.0153 | 32.3077 | 39.6947 | 36.0153 | 32.3077 | 39.6947 |
Ratio Avg Win / Avg Loss | 4.7468 | 6.9298 | 1.8761 | 1.9971 | 2.4041 | 1.6256 |
Largest Winning Trade | 1088147 | 1088147 | 39258 | 5391291 | 5391291 | 1468697 |
Largest Losing Trade | -28122 | -28122 | -17695 | -2236722 | -2236722 | -1726067 |
Avg Bars in Trades | 40 | 66 | 15 | 40 | 66 | 15 |
Avg Bars in Winners | 69 | 126 | 24 | 69 | 126 | 24 |
Avg Bars in Losers | 24 | 37 | 9 | 24 | 37 | 9 |
Bars Traded | 10669 | 8623 | 2046 | 10669 | 8623 | 2046 |
Profit Streak | 0 | 42.6806 | 0 | 0 | 42.6806 | 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 | 411478 | 361139 | -308382 | -79468 | -57146 | -350611 |
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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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