Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837162.6519 | 723994.0256 | 113168.6264 | 4796242.9786 | 1079346.8801 | 3716896.0984 |
Total P&L (%) | 837.1627 | 723.994 | 113.1686 | 4796.243 | 1079.3469 | 3716.8961 |
Avg Daily Profit (%) | 0.3348 | 0.2895 | 0.0453 | 0.1557 | 0.0987 | 0.1457 |
Buy And Hold Return (%) | 322.9556 | 322.9556 | 322.9556 | 322.9556 | 322.9556 | 322.9556 |
Max Trade Drawdown | -125091 | -60358 | -126892 | -2870970 | -2494326 | -1961855 |
Profit Factor | 1.7284 | 2.2386 | 1.2004 | 1.2342 | 1.0917 | 1.4271 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Profitability (%) | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.8686 | 2.4201 | 1.2977 | 1.3343 | 1.1802 | 1.5428 |
Largest Winning Trade | 332219 | 332219 | 50904 | 2188103 | 2188103 | 1210487 |
Largest Losing Trade | -31100 | -26050 | -31100 | -1031997 | -907877 | -1031997 |
Avg Bars in Trades | 24 | 20 | 27 | 24 | 20 | 27 |
Avg Bars in Winners | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 7403 | 3151 | 4252 | 7403 | 3151 | 4252 |
Profit Streak | 3.2341 | 0 | 22.2341 | 3.2341 | 0 | 22.2341 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331053 | 272094 | -297531 | 271622 | -183461 | 185417 |
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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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