Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854746.0871 | 761907.4566 | 92838.6306 | 5830894.8141 | 7524519.2654 | -1693624.4513 |
Total P&L (%) | 854.7461 | 761.9075 | 92.8386 | 5830.8948 | 7524.5193 | -1693.6245 |
Avg Daily Profit (%) | 0.4717 | 0.4205 | 0.0512 | 0.2256 | 0.2395 | 0 |
Buy And Hold Return (%) | 682.2989 | 682.2989 | 682.2989 | 682.2989 | 682.2989 | 682.2989 |
Max Trade Drawdown | -93656 | -66099 | -66845 | -8691712 | -5169811 | -5805608 |
Profit Factor | 1.87 | 2.6205 | 1.1812 | 1.1084 | 1.2784 | 0.9367 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 51.1029 | 51.4706 | 50.7353 | 51.1029 | 51.4706 | 50.7353 |
Ratio Avg Win / Avg Loss | 1.7892 | 2.4707 | 1.147 | 1.0606 | 1.2053 | 0.9096 |
Largest Winning Trade | 231556 | 231556 | 51034 | 4270933 | 4270933 | 1917189 |
Largest Losing Trade | -33884 | -33884 | -26679 | -2996977 | -2734535 | -2996977 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3443 | 1632 | 1811 | 3443 | 1632 | 1811 |
Profit Streak | 8.9353 | 9.4353 | 8.9353 | 8.9353 | 9.4353 | 8.9353 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70276 | -113617 | -310623 | -90064 | 333634 | -579930 |
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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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