Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865811.8482 | 718064.2757 | 147747.5726 | 7125758.6055 | 2174622.0087 | 4951136.5968 |
Total P&L (%) | 865.8118 | 718.0643 | 147.7476 | 7125.7586 | 2174.622 | 4951.1366 |
Avg Daily Profit (%) | 0.4578 | 0.3797 | 0.0781 | 0.2266 | 0.1653 | 0.2076 |
Buy And Hold Return (%) | 322.3216 | 322.3216 | 322.3216 | 322.3216 | 322.3216 | 322.3216 |
Max Trade Drawdown | -159196 | -152366 | -60728 | -29620336 | -27172704 | -7001172 |
Profit Factor | 1.7706 | 2.034 | 1.3443 | 1.0803 | 1.0355 | 1.1804 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 216 | 103 | 113 | 216 | 103 | 113 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 61.5385 | 58.8571 | 64.2045 | 61.5385 | 58.8571 | 64.2045 |
Ratio Avg Win / Avg Loss | 1.1066 | 1.4218 | 0.7495 | 0.6752 | 0.7238 | 0.6581 |
Largest Winning Trade | 243382 | 243382 | 24413 | 10859345 | 10859345 | 3787820 |
Largest Losing Trade | -54323 | -54323 | -39314 | -10137966 | -10137966 | -6862427 |
Avg Bars in Trades | 31 | 50 | 12 | 31 | 50 | 12 |
Avg Bars in Winners | 22 | 36 | 10 | 22 | 36 | 10 |
Avg Bars in Losers | 45 | 71 | 14 | 45 | 71 | 14 |
Bars Traded | 11020 | 8893 | 2127 | 11020 | 8893 | 2127 |
Profit Streak | 32.5015 | 32.5015 | 33.3349 | 32.5016 | 32.5016 | 33.3349 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499700 | 324273 | -252258 | -120824 | -173548 | -12197 |
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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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