Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848897.0652 | 791533.2358 | 57363.8294 | 3045929.7317 | 10317187.2161 | -7271257.4843 |
Total P&L (%) | 848.8971 | 791.5332 | 57.3638 | 3045.9297 | 10317.1872 | -7271.2575 |
Avg Daily Profit (%) | 0.3396 | 0.3166 | 0.0229 | 0.138 | 0.186 | 0 |
Buy And Hold Return (%) | 717.8629 | 717.8629 | 717.8629 | 717.8629 | 717.8629 | 717.8629 |
Max Trade Drawdown | -173429 | -104079 | -134380 | -14589259 | -5323779 | -10022120 |
Profit Factor | 1.864 | 2.7242 | 1.1096 | 1.0698 | 1.5551 | 0.7101 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 45.4167 | 45 | 45.8333 | 45.4167 | 45 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.2402 | 3.3295 | 1.3113 | 1.2857 | 1.9006 | 0.8392 |
Largest Winning Trade | 323797 | 323797 | 48980 | 9682037 | 9682037 | 3380426 |
Largest Losing Trade | -45276 | -32862 | -45276 | -6943188 | -2632006 | -6943188 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 9654 | 5292 | 4362 | 9654 | 5292 | 4362 |
Profit Streak | 24.0322 | 24.0322 | 25.2822 | 24.0322 | 24.0322 | 25.2822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95717 | -121253 | -429289 | -153635 | 325320 | -582090 |
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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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