Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610229.9178 | 1558518.331 | 51711.5869 | 1944700.9992 | 2140097.5744 | -195396.5752 |
Total P&L (%) | 1610.2299 | 1558.5183 | 51.7116 | 1944.701 | 2140.0976 | -195.3966 |
Avg Daily Profit (%) | 0.888 | 0.8595 | 0.0285 | 0.1666 | 0.1716 | 0 |
Buy And Hold Return (%) | 493.5375 | 493.5375 | 493.5375 | 493.5375 | 493.5375 | 493.5375 |
Max Trade Drawdown | -141321 | -84989 | -100535 | -10129722 | -7558500 | -4338055 |
Profit Factor | 2.4608 | 3.6144 | 1.1022 | 1.0574 | 1.1104 | 0.9865 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 49.0909 | 43.7956 | 54.3478 | 49.0909 | 43.7956 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.552 | 4.6384 | 0.9258 | 1.0966 | 1.425 | 0.8287 |
Largest Winning Trade | 1197067 | 1197067 | 61917 | 3185632 | 3185632 | 2054814 |
Largest Losing Trade | -33063 | -28554 | -33063 | -2584415 | -2584415 | -1741495 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 21 | 28 | 15 | 21 | 28 | 15 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 5351 | 3102 | 2249 | 5351 | 3102 | 2249 |
Profit Streak | 0 | 33.3588 | 0 | 0 | 33.3588 | 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 | 591012 | 548665 | -429714 | -150538 | -95010 | -580125 |
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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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