Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711217.2859 | 687058.6643 | 24158.6216 | 2975589.7382 | 3299342.8516 | -323753.1135 |
Total P&L (%) | 711.2173 | 687.0587 | 24.1586 | 2975.5897 | 3299.3429 | -323.7531 |
Avg Daily Profit (%) | 0.3415 | 0.3299 | 0.0116 | 0.1646 | 0.1695 | 0 |
Buy And Hold Return (%) | 1202.2976 | 1202.2976 | 1202.2976 | 1202.2976 | 1202.2976 | 1202.2976 |
Max Trade Drawdown | -112821 | -49466 | -115061 | -1726940 | -825699 | -1870794 |
Profit Factor | 2.0171 | 3.4095 | 1.0583 | 1.3988 | 2.0349 | 0.9242 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 52.2936 | 51.3761 | 53.211 | 52.2936 | 51.3761 | 53.211 |
Ratio Avg Win / Avg Loss | 1.8402 | 3.2269 | 0.9306 | 1.2761 | 1.9259 | 0.8127 |
Largest Winning Trade | 339322 | 339322 | 58075 | 1987358 | 1987358 | 823893 |
Largest Losing Trade | -36979 | -22940 | -36979 | -379205 | -300710 | -379205 |
Avg Bars in Trades | 113 | 62 | 164 | 113 | 62 | 164 |
Avg Bars in Winners | 146 | 81 | 210 | 146 | 81 | 210 |
Avg Bars in Losers | 76 | 43 | 111 | 76 | 43 | 111 |
Bars Traded | 24741 | 6832 | 17909 | 24741 | 6832 | 17909 |
Profit Streak | 34.1257 | 34.1257 | 40.1257 | 34.1257 | 34.1257 | 40.1257 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150265 | -149653 | -500000 | 256759 | 315417 | -579638 |
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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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