Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246745.927 | 1045354.9239 | 201391.0032 | 50870021.966 | 34603679.1671 | 16266342.7989 |
Total P&L (%) | 1246.7459 | 1045.3549 | 201.391 | 50870.022 | 34603.6792 | 16266.3428 |
Avg Daily Profit (%) | 0.6825 | 0.5723 | 0.1103 | 0.3419 | 0.3207 | 0.2795 |
Buy And Hold Return (%) | 679.1506 | 679.1506 | 679.1506 | 679.1506 | 679.1506 | 679.1506 |
Max Trade Drawdown | -109064 | -55357 | -96378 | -15306779 | -22129914 | -10201741 |
Profit Factor | 2.2626 | 3.0436 | 1.4232 | 1.4925 | 1.5986 | 1.3576 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 40.0673 | 35.5705 | 44.5946 | 40.0673 | 35.5705 | 44.5946 |
Ratio Avg Win / Avg Loss | 3.3844 | 5.5129 | 1.7682 | 2.2324 | 2.8955 | 1.6868 |
Largest Winning Trade | 287679 | 287679 | 38025 | 21232492 | 21232492 | 8594750 |
Largest Losing Trade | -29353 | -20579 | -29353 | -6307874 | -6307874 | -3602721 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5428 | 2858 | 2569 | 5428 | 2858 | 2569 |
Profit Streak | 19.964 | 27.964 | 0 | 19.964 | 27.964 | 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 | 252325 | 76320 | -211623 | 365236 | 256911 | 297988 |
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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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