Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912983.4561 | 760804.5764 | 152178.8797 | 5632934.0179 | 4261044.1792 | 1371889.8386 |
Total P&L (%) | 912.9835 | 760.8046 | 152.1789 | 5632.934 | 4261.0442 | 1371.8898 |
Avg Daily Profit (%) | 0.4382 | 0.3652 | 0.073 | 0.1945 | 0.1814 | 0.1292 |
Buy And Hold Return (%) | 100.5941 | 100.5941 | 100.5941 | 100.5941 | 100.5941 | 100.5941 |
Max Trade Drawdown | -146726 | -95143 | -218806 | -14784971 | -11455369 | -3944410 |
Profit Factor | 1.7287 | 2.233 | 1.2393 | 1.1287 | 1.1765 | 1.0699 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 174 | 92 | 82 | 174 | 92 | 82 |
Profitability (%) | 41.806 | 38.255 | 45.3333 | 41.806 | 38.255 | 45.3333 |
Ratio Avg Win / Avg Loss | 2.4064 | 3.6041 | 1.4945 | 1.5712 | 1.8989 | 1.2902 |
Largest Winning Trade | 251507 | 251507 | 57798 | 6623953 | 6623953 | 2855385 |
Largest Losing Trade | -28355 | -28355 | -26896 | -2712436 | -2588525 | -2712436 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 137 | 127 | 145 | 137 | 127 | 145 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 24645 | 11364 | 13281 | 24645 | 11364 | 13281 |
Profit Streak | 12.7919 | 0 | 13.8752 | 12.7919 | 0 | 13.8752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444218 | 322998 | -106821 | -70838 | -22109 | -164765 |
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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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