Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989441.1353 | 874524.7908 | 114916.3445 | 4708845.3492 | 2057891.5375 | 2650953.8117 |
Total P&L (%) | 989.4411 | 874.5248 | 114.9163 | 4708.8453 | 2057.8915 | 2650.9538 |
Avg Daily Profit (%) | 0.5278 | 0.4665 | 0.0613 | 0.2068 | 0.164 | 0.177 |
Buy And Hold Return (%) | 241.2279 | 241.2279 | 241.2279 | 241.2279 | 241.2279 | 241.2279 |
Max Trade Drawdown | -70975 | -68687 | -61329 | -4889961 | -3494640 | -2202861 |
Profit Factor | 2.3975 | 3.4181 | 1.3318 | 1.1655 | 1.132 | 1.2061 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 33.8798 | 30.4348 | 37.3626 | 33.8798 | 30.4348 | 37.3626 |
Ratio Avg Win / Avg Loss | 4.679 | 7.8129 | 2.2327 | 2.2747 | 2.5875 | 2.0221 |
Largest Winning Trade | 396761 | 396761 | 60578 | 4287333 | 4287333 | 2060850 |
Largest Losing Trade | -20764 | -20764 | -17322 | -1086923 | -1086923 | -886592 |
Avg Bars in Trades | 121 | 107 | 136 | 121 | 107 | 136 |
Avg Bars in Winners | 259 | 232 | 280 | 259 | 232 | 280 |
Avg Bars in Losers | 51 | 52 | 49 | 51 | 52 | 49 |
Bars Traded | 22262 | 9878 | 12384 | 22262 | 9878 | 12384 |
Profit Streak | 26.2709 | 31.9376 | 0 | 26.2709 | 31.9376 | 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 | 306210 | 249132 | -280691 | -34000 | -73831 | 116517 |
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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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