Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001596.1698 | 856904.0173 | 144692.1525 | 11849333.4093 | 401939.5906 | 11447393.8188 |
Total P&L (%) | 1001.5962 | 856.904 | 144.6922 | 11849.3334 | 401.9396 | 11447.3938 |
Avg Daily Profit (%) | 0.5334 | 0.4563 | 0.0771 | 0.255 | 0.086 | 0.2532 |
Buy And Hold Return (%) | 307.2127 | 307.2127 | 307.2127 | 307.2127 | 307.2127 | 307.2127 |
Max Trade Drawdown | -102780 | -73402 | -93549 | -22625887 | -18720719 | -10113133 |
Profit Factor | 2.0445 | 2.8579 | 1.2907 | 1.1671 | 1.0102 | 1.3635 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 98 | 42 | 56 | 98 | 42 | 56 |
Losing Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Profitability (%) | 38.4314 | 33.0709 | 43.75 | 38.4314 | 33.0709 | 43.75 |
Ratio Avg Win / Avg Loss | 3.2753 | 5.7839 | 1.6595 | 1.8698 | 2.0445 | 1.7531 |
Largest Winning Trade | 199672 | 199672 | 47669 | 16180413 | 16180413 | 7076181 |
Largest Losing Trade | -24583 | -17025 | -24583 | -5019853 | -5019853 | -3616716 |
Avg Bars in Trades | 87 | 77 | 96 | 87 | 77 | 96 |
Avg Bars in Winners | 150 | 142 | 156 | 150 | 142 | 156 |
Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
Bars Traded | 22262 | 9860 | 12402 | 22262 | 9860 | 12402 |
Profit Streak | 15.0944 | 0 | 17.5944 | 15.0944 | 0 | 17.5944 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335312 | 201072 | -256786 | -29634 | -363052 | 287923 |
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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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