Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891512.3582 | 845291.5376 | 46220.8206 | 19068913.0936 | 27786889.8474 | -8717976.7538 |
Total P&L (%) | 891.5124 | 845.2915 | 46.2208 | 19068.9131 | 27786.8898 | -8717.9768 |
Avg Daily Profit (%) | 0.4789 | 0.4541 | 0.0248 | 0.2827 | 0.3029 | 0 |
Buy And Hold Return (%) | 7777.2575 | 7777.2575 | 7777.2575 | 7777.2575 | 7777.2575 | 7777.2575 |
Max Trade Drawdown | -85269 | -80635 | -131257 | -12043783 | -8020328 | -13490464 |
Profit Factor | 1.4689 | 1.9693 | 1.0449 | 1.1489 | 1.4883 | 0.8774 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 320 | 165 | 155 | 320 | 165 | 155 |
Losing Trades | 285 | 138 | 147 | 285 | 138 | 147 |
Profitability (%) | 52.8926 | 54.4554 | 51.3245 | 52.8926 | 54.4554 | 51.3245 |
Ratio Avg Win / Avg Loss | 1.3083 | 1.647 | 0.991 | 1.0233 | 1.2448 | 0.8321 |
Largest Winning Trade | 93931 | 93931 | 35364 | 4604158 | 4604158 | 2492971 |
Largest Losing Trade | -36941 | -36941 | -24104 | -4642687 | -2644651 | -4642687 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5559 | 2931 | 2628 | 5559 | 2931 | 2628 |
Profit Streak | 5.2004 | 7.5337 | 0 | 5.2004 | 7.5337 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149713 | -149264 | -496796 | -47302 | 364071 | -579304 |
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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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