Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835155.4059 | 718863.0294 | 116292.3765 | 10823466.6663 | 11530555.1612 | -707088.4948 |
Total P&L (%) | 835.1554 | 718.863 | 116.2924 | 10823.4667 | 11530.5552 | -707.0885 |
Avg Daily Profit (%) | 0.334 | 0.2875 | 0.0465 | 0.1879 | 0.1904 | 0 |
Buy And Hold Return (%) | 673.4612 | 673.4612 | 673.4612 | 673.4612 | 673.4612 | 673.4612 |
Max Trade Drawdown | -73992 | -58635 | -71617 | -4131082 | -2919448 | -4723181 |
Profit Factor | 1.8889 | 2.3056 | 1.299 | 1.4125 | 1.8178 | 0.9417 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 41.4179 | 38.0597 | 44.7761 | 41.4179 | 38.0597 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.6717 | 3.7522 | 1.6021 | 1.9979 | 2.9583 | 1.1615 |
Largest Winning Trade | 174497 | 174497 | 50707 | 5258511 | 5258511 | 2053046 |
Largest Losing Trade | -36840 | -36840 | -29685 | -2455584 | -1816212 | -2455584 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 9831 | 5100 | 4731 | 9831 | 5100 | 4731 |
Profit Streak | 19.0614 | 0 | 40.3114 | 19.0614 | 0 | 40.3114 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79688 | -136470 | -296621 | 303868 | 236233 | -580354 |
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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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