Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970573.531 | 819865.2031 | 150708.3279 | 23993397.3752 | 17957405.3505 | 6035992.0247 |
Total P&L (%) | 970.5735 | 819.8652 | 150.7083 | 23993.3974 | 17957.4054 | 6035.992 |
Avg Daily Profit (%) | 0.5332 | 0.4504 | 0.0828 | 0.3017 | 0.2859 | 0.2264 |
Buy And Hold Return (%) | 698.2417 | 698.2417 | 698.2417 | 698.2417 | 698.2417 | 698.2417 |
Max Trade Drawdown | -110139 | -85252 | -71643 | -10444604 | -6511695 | -7945892 |
Profit Factor | 1.9355 | 2.5476 | 1.2968 | 1.3905 | 1.5679 | 1.2024 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Profitability (%) | 53.0822 | 52.0548 | 54.1096 | 53.0822 | 52.0548 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.7107 | 2.3465 | 1.0998 | 1.229 | 1.4441 | 1.0197 |
Largest Winning Trade | 227029 | 227029 | 75071 | 6841686 | 6841686 | 5164277 |
Largest Losing Trade | -32551 | -32551 | -24628 | -3774932 | -3165639 | -3774932 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 10771 | 5076 | 5695 | 10771 | 5076 | 5695 |
Profit Streak | 12.1015 | 17.9348 | 12.1015 | 12.1015 | 17.9348 | 12.1015 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26862 | -95887 | -247143 | 452042 | 401642 | 314557 |
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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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