Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821749.2443 | 705116.3929 | 116632.8513 | 8067528.9831 | 22292422.7556 | -14224893.7725 |
Total P&L (%) | 821.7492 | 705.1164 | 116.6329 | 8067.529 | 22292.4228 | -14224.8938 |
Avg Daily Profit (%) | 0.4568 | 0.3919 | 0.0648 | 0.245 | 0.3012 | 0 |
Buy And Hold Return (%) | 1406.5868 | 1406.5868 | 1406.5868 | 1406.5868 | 1406.5868 | 1406.5868 |
Max Trade Drawdown | -138003 | -87132 | -195848 | -20341572 | -6044061 | -23785232 |
Profit Factor | 1.7731 | 2.4624 | 1.2008 | 1.0978 | 1.6185 | 0.6936 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0132 | 1.4071 | 0.6862 | 0.6273 | 0.9249 | 0.3963 |
Largest Winning Trade | 79180 | 79180 | 58983 | 7245340 | 7245340 | 1798189 |
Largest Losing Trade | -71290 | -39430 | -71290 | -11507648 | -4381546 | -11507648 |
Avg Bars in Trades | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Winners | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Losers | 124 | 124 | 123 | 124 | 124 | 123 |
Bars Traded | 21136 | 10467 | 10669 | 21136 | 10467 | 10669 |
Profit Streak | 29.21 | 0 | 40.8767 | 29.21 | 0 | 40.8767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149834 | -151011 | -272274 | -103539 | 385041 | -578722 |
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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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