Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934267.0701 | 881311.6027 | 52955.4674 | 20119478.052 | 19808644.3599 | 310833.6921 |
Total P&L (%) | 934.2671 | 881.3116 | 52.9555 | 20119.4781 | 19808.6444 | 310.8337 |
Avg Daily Profit (%) | 0.5008 | 0.4724 | 0.0284 | 0.285 | 0.2842 | 0.0758 |
Buy And Hold Return (%) | 7645.8268 | 7645.8268 | 7645.8268 | 7645.8268 | 7645.8268 | 7645.8268 |
Max Trade Drawdown | -103615 | -114032 | -145235 | -12988123 | -7517694 | -9384847 |
Profit Factor | 1.8217 | 2.6212 | 1.0893 | 1.3863 | 1.8793 | 1.0105 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 201 | 103 | 98 | 201 | 103 | 98 |
Losing Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Profitability (%) | 52.4804 | 53.6458 | 51.3089 | 52.4804 | 53.6458 | 51.3089 |
Ratio Avg Win / Avg Loss | 1.6495 | 2.2649 | 1.0337 | 1.2552 | 1.6238 | 0.959 |
Largest Winning Trade | 125992 | 125992 | 36297 | 5677090 | 3829057 | 5677090 |
Largest Losing Trade | -47702 | -47702 | -39371 | -3680160 | -3332387 | -3680160 |
Avg Bars in Trades | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Winners | 65 | 65 | 66 | 65 | 65 | 66 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 22210 | 11241 | 10969 | 22210 | 11241 | 10969 |
Profit Streak | 10.931 | 98.0143 | 10.931 | 10.931 | 98.0143 | 10.931 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147860 | -147971 | -441824 | 352397 | 406449 | -466917 |
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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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