Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589489.4375 | 435793.3549 | 153696.0826 | 3585954.0621 | 3556792.8051 | 29161.257 |
Total P&L (%) | 589.4894 | 435.7934 | 153.6961 | 3585.9541 | 3556.7928 | 29.1613 |
Avg Daily Profit (%) | 0.4754 | 0.3514 | 0.1239 | 0.2913 | 0.2907 | 0.0206 |
Buy And Hold Return (%) | 18.0796 | 18.0796 | 18.0796 | 18.0796 | 18.0796 | 18.0796 |
Max Trade Drawdown | -119079 | -85352 | -75991 | -6686091 | -5570101 | -3751709 |
Profit Factor | 1.5914 | 1.8287 | 1.3264 | 1.0854 | 1.1564 | 1.0015 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 53.4799 | 54.0146 | 52.9412 | 53.4799 | 54.0146 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3843 | 1.5568 | 1.179 | 0.9441 | 0.9845 | 0.8902 |
Largest Winning Trade | 110989 | 110989 | 24510 | 1721251 | 1721251 | 955866 |
Largest Losing Trade | -47877 | -47877 | -20861 | -2416125 | -2416125 | -894273 |
Avg Bars in Trades | 26 | 35 | 17 | 26 | 35 | 17 |
Avg Bars in Winners | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Losers | 26 | 41 | 11 | 26 | 41 | 11 |
Bars Traded | 7228 | 4912 | 2317 | 7228 | 4912 | 2317 |
Profit Streak | 8.0201 | 8.0201 | 35.3535 | 8.0201 | 8.0201 | 35.3535 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559599 | 482005 | -25391 | -116155 | -40339 | -393378 |
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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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