Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650231.7068 | 532736.5613 | 117495.1455 | 1826291.9404 | 2175815.5326 | -349523.5922 |
Total P&L (%) | 650.2317 | 532.7366 | 117.4951 | 1826.2919 | 2175.8155 | -349.5236 |
Avg Daily Profit (%) | 0.2592 | 0.2124 | 0.0468 | 0.118 | 0.1247 | 0 |
Buy And Hold Return (%) | 37.2462 | 37.2462 | 37.2462 | 37.2462 | 37.2462 | 37.2462 |
Max Trade Drawdown | -119255 | -119585 | -102922 | -3374186 | -2355336 | -1645808 |
Profit Factor | 1.5798 | 1.8729 | 1.2299 | 1.1127 | 1.2581 | 0.955 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 39.4309 | 38.2114 | 40.6504 | 39.4309 | 38.2114 | 40.6504 |
Ratio Avg Win / Avg Loss | 2.4267 | 3.0286 | 1.7956 | 1.7093 | 2.0343 | 1.3943 |
Largest Winning Trade | 106587 | 106587 | 48305 | 1969720 | 1969720 | 640356 |
Largest Losing Trade | -29848 | -29848 | -29761 | -953925 | -481681 | -953925 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 14899 | 7372 | 7527 | 14899 | 7372 | 7527 |
Profit Streak | 27.0236 | 0 | 29.1903 | 27.0236 | 0 | 29.1903 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330004 | 247912 | -135885 | -132743 | -30061 | -582434 |
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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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