Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2341930.4114 | 2190703.0608 | 151227.3506 | 10154939.3371 | -472311.4372 | 10627250.7743 |
Total P&L (%) | 2341.9304 | 2190.7031 | 151.2274 | 10154.9393 | -472.3114 | 10627.2508 |
Avg Daily Profit (%) | 1.306 | 1.2217 | 0.0843 | 0.2586 | 0 | 0.2611 |
Buy And Hold Return (%) | 335.4788 | 335.4788 | 335.4788 | 335.4788 | 335.4788 | 335.4788 |
Max Trade Drawdown | -143589 | -84374 | -92763 | -20047522 | -12321809 | -8250720 |
Profit Factor | 3.745 | 6.6322 | 1.3258 | 1.1628 | 0.9851 | 1.3466 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 50.3472 | 49.3056 | 51.3889 | 50.3472 | 49.3056 | 51.3889 |
Ratio Avg Win / Avg Loss | 3.6934 | 6.819 | 1.2541 | 1.1468 | 1.0129 | 1.2738 |
Largest Winning Trade | 1213116 | 1213116 | 59312 | 5480784 | 5480784 | 5442039 |
Largest Losing Trade | -64505 | -22698 | -64505 | -2308144 | -2160785 | -2308144 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 10456 | 4615 | 5841 | 10456 | 4615 | 5841 |
Profit Streak | 0 | 0 | 19.8081 | 0 | 0 | 19.8081 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 792664 | 766951 | -245332 | -31361 | -579554 | 341699 |
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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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