Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923792.4587 | 784497.8034 | 139294.6553 | 17101716.2619 | 16261131.6005 | 840584.6614 |
Total P&L (%) | 923.7925 | 784.4978 | 139.2947 | 17101.7163 | 16261.1316 | 840.5847 |
Avg Daily Profit (%) | 0.3695 | 0.3138 | 0.0557 | 0.2061 | 0.2041 | 0.0897 |
Buy And Hold Return (%) | 840.1597 | 840.1597 | 840.1597 | 840.1597 | 840.1597 | 840.1597 |
Max Trade Drawdown | -98638 | -94734 | -51897 | -9872901 | -5752903 | -4854055 |
Profit Factor | 2.1334 | 2.6213 | 1.4205 | 1.5719 | 1.9491 | 1.0658 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 47.6563 | 46.0938 | 49.2188 | 47.6563 | 46.0938 | 49.2188 |
Ratio Avg Win / Avg Loss | 2.3432 | 3.0656 | 1.4656 | 1.7266 | 2.2795 | 1.0997 |
Largest Winning Trade | 169041 | 169041 | 60325 | 6981676 | 6981676 | 2456252 |
Largest Losing Trade | -37889 | -37889 | -26537 | -2661857 | -2661857 | -2570423 |
Avg Bars in Trades | 38 | 43 | 32 | 38 | 43 | 32 |
Avg Bars in Winners | 51 | 55 | 48 | 51 | 55 | 48 |
Avg Bars in Losers | 25 | 33 | 17 | 25 | 33 | 17 |
Bars Traded | 9747 | 5560 | 4187 | 9747 | 5560 | 4187 |
Profit Streak | 0 | 0 | 66.7507 | 0 | 0 | 66.7507 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120836 | -153501 | -282608 | 409492 | 361486 | -385665 |
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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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