Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861151.1505 | 734746.6891 | 126404.4615 | 11800903.0987 | 14876853.112 | -3075950.0133 |
Total P&L (%) | 861.1512 | 734.7467 | 126.4045 | 11800.9031 | 14876.8531 | -3075.95 |
Avg Daily Profit (%) | 0.3437 | 0.2932 | 0.0504 | 0.1909 | 0.2001 | 0 |
Buy And Hold Return (%) | 822.2535 | 822.2535 | 822.2535 | 822.2535 | 822.2535 | 822.2535 |
Max Trade Drawdown | -85338 | -56876 | -88964 | -6469499 | -3484397 | -9429290 |
Profit Factor | 1.9019 | 2.3891 | 1.2968 | 1.2704 | 1.6789 | 0.8585 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 44.6494 | 41.4815 | 47.7941 | 44.6494 | 41.4815 | 47.7941 |
Ratio Avg Win / Avg Loss | 2.3577 | 3.3703 | 1.4165 | 1.5749 | 2.3684 | 0.9377 |
Largest Winning Trade | 173701 | 173701 | 52219 | 8149396 | 8149396 | 2046623 |
Largest Losing Trade | -37078 | -27384 | -37078 | -4761305 | -2597280 | -4761305 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 7406 | 3901 | 3505 | 7406 | 3901 | 3505 |
Profit Streak | 14.0637 | 0 | 15.3971 | 14.0637 | 0 | 15.3971 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137973 | -155623 | -291448 | 330643 | 287566 | -580968 |
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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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