Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172215.532 | 1016105.5499 | 156109.9821 | 5210066.0445 | 3184164.8729 | 2025901.1717 |
Total P&L (%) | 1172.2155 | 1016.1056 | 156.11 | 5210.066 | 3184.1649 | 2025.9012 |
Avg Daily Profit (%) | 0.5628 | 0.4879 | 0.075 | 0.1909 | 0.1678 | 0.1469 |
Buy And Hold Return (%) | 96.0227 | 96.0227 | 96.0227 | 96.0227 | 96.0227 | 96.0227 |
Max Trade Drawdown | -129156 | -109733 | -206892 | -17194196 | -13919537 | -4609319 |
Profit Factor | 1.8117 | 2.3852 | 1.2197 | 1.0979 | 1.1112 | 1.0824 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 257 | 135 | 122 | 257 | 135 | 122 |
Profitability (%) | 32.19 | 28.5714 | 35.7895 | 32.19 | 28.5714 | 35.7895 |
Ratio Avg Win / Avg Loss | 3.8165 | 5.963 | 2.1883 | 2.3128 | 2.7781 | 1.9419 |
Largest Winning Trade | 488754 | 488754 | 60166 | 11385844 | 11385844 | 2720124 |
Largest Losing Trade | -26021 | -19510 | -26021 | -2476517 | -2398778 | -2476517 |
Avg Bars in Trades | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Winners | 143 | 147 | 140 | 143 | 147 | 140 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 24642 | 11629 | 13013 | 24642 | 11629 | 13013 |
Profit Streak | 17.4187 | 0 | 18.9187 | 17.4187 | 0 | 18.9187 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367171 | 50470 | -106070 | -108135 | -102930 | -129866 |
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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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