Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968935.2574 | 804759.0663 | 164176.1911 | 27878838.4352 | 23536521.1203 | 4342317.3149 |
Total P&L (%) | 968.9353 | 804.7591 | 164.1762 | 27878.8384 | 23536.5211 | 4342.3173 |
Avg Daily Profit (%) | 0.5338 | 0.4434 | 0.0904 | 0.3109 | 0.3015 | 0.2092 |
Buy And Hold Return (%) | 772.1723 | 772.1723 | 772.1723 | 772.1723 | 772.1723 | 772.1723 |
Max Trade Drawdown | -81510 | -96254 | -87770 | -12921399 | -9383545 | -8592670 |
Profit Factor | 1.8755 | 2.3576 | 1.3194 | 1.3032 | 1.4757 | 1.1022 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 164 | 79 | 85 | 164 | 79 | 85 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 53.7705 | 51.634 | 55.9211 | 53.7705 | 51.634 | 55.9211 |
Ratio Avg Win / Avg Loss | 1.6125 | 2.2084 | 1.04 | 1.1204 | 1.3823 | 0.8688 |
Largest Winning Trade | 203408 | 203408 | 72785 | 8152390 | 8152390 | 5118642 |
Largest Losing Trade | -41183 | -29370 | -41183 | -6421483 | -6421483 | -5156229 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 10772 | 5024 | 5748 | 10772 | 5024 | 5748 |
Profit Streak | 5.9683 | 11.9683 | 0 | 5.9683 | 11.9683 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69268 | -136958 | -236776 | 427336 | 401225 | -101543 |
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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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