Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139533.4159 | 1080317.1088 | 59216.3071 | 2757136.7944 | 1551061.3506 | 1206075.4438 |
Total P&L (%) | 1139.5334 | 1080.3171 | 59.2163 | 2757.1368 | 1551.0614 | 1206.0754 |
Avg Daily Profit (%) | 0.6061 | 0.5746 | 0.0315 | 0.1785 | 0.1493 | 0.1368 |
Buy And Hold Return (%) | 666.5686 | 666.5686 | 666.5686 | 666.5686 | 666.5686 | 666.5686 |
Max Trade Drawdown | -126906 | -107170 | -90705 | -8040141 | -4889018 | -4086327 |
Profit Factor | 2.1308 | 3.1894 | 1.1151 | 1.075 | 1.087 | 1.0637 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Losing Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Profitability (%) | 49.1349 | 51.0345 | 47.2222 | 49.1349 | 51.0345 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.2058 | 3.0601 | 1.2463 | 1.1129 | 1.0429 | 1.1888 |
Largest Winning Trade | 486017 | 486017 | 55291 | 4686408 | 4686408 | 3232017 |
Largest Losing Trade | -24367 | -23563 | -24367 | -1793614 | -1046210 | -1793614 |
Avg Bars in Trades | 38 | 30 | 45 | 38 | 30 | 45 |
Avg Bars in Winners | 52 | 39 | 66 | 52 | 39 | 66 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 11025 | 4443 | 6582 | 11025 | 4443 | 6582 |
Profit Streak | 3.3418 | 15.0085 | 3.3418 | 3.3418 | 15.0085 | 3.3418 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286775 | 322357 | -412548 | -131036 | -121866 | -170710 |
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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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