Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930994.6489 | 754457.7626 | 176536.8863 | 29163550.3404 | 27157794.1359 | 2005756.2045 |
Total P&L (%) | 930.9946 | 754.4578 | 176.5369 | 29163.5503 | 27157.7941 | 2005.7562 |
Avg Daily Profit (%) | 0.3723 | 0.3017 | 0.0706 | 0.2274 | 0.2245 | 0.1219 |
Buy And Hold Return (%) | 863.4766 | 863.4766 | 863.4766 | 863.4766 | 863.4766 | 863.4766 |
Max Trade Drawdown | -70358 | -74274 | -91305 | -4602015 | -2259541 | -6097270 |
Profit Factor | 2.5187 | 3.9174 | 1.4981 | 2.2145 | 4.1618 | 1.13 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Losing Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Profitability (%) | 58.4615 | 61.8557 | 55.102 | 58.4615 | 61.8557 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7896 | 2.4157 | 1.2207 | 1.5734 | 2.5664 | 0.9208 |
Largest Winning Trade | 150291 | 150291 | 50971 | 10783733 | 10783733 | 3303077 |
Largest Losing Trade | -70358 | -37310 | -70358 | -4602015 | -1824094 | -4602015 |
Avg Bars in Trades | 36 | 41 | 30 | 36 | 41 | 30 |
Avg Bars in Winners | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Losers | 24 | 32 | 17 | 24 | 32 | 17 |
Bars Traded | 7074 | 4054 | 3020 | 7074 | 4054 | 3020 |
Profit Streak | 182.8544 | 183.8544 | 182.8544 | 182.8544 | 183.8544 | 182.8544 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123528 | -147243 | -261396 | 579465 | 649925 | -111925 |
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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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