Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379702.0715 | 1305491.0776 | 74210.9939 | 3911056.4007 | 6146976.9175 | -2235920.5168 |
Total P&L (%) | 1379.7021 | 1305.4911 | 74.211 | 3911.0564 | 6146.9769 | -2235.9205 |
Avg Daily Profit (%) | 0.7574 | 0.7166 | 0.0407 | 0.2028 | 0.2272 | 0 |
Buy And Hold Return (%) | 673.4238 | 673.4238 | 673.4238 | 673.4238 | 673.4238 | 673.4238 |
Max Trade Drawdown | -96996 | -52166 | -102928 | -7324229 | -3154201 | -4612881 |
Profit Factor | 2.3857 | 3.6371 | 1.1482 | 1.114 | 1.3848 | 0.878 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 49.8155 | 50.3704 | 49.2647 | 49.8155 | 50.3704 | 49.2647 |
Ratio Avg Win / Avg Loss | 2.4033 | 3.5837 | 1.1825 | 1.1223 | 1.3644 | 0.9042 |
Largest Winning Trade | 961186 | 961186 | 62438 | 6005067 | 6005067 | 1797805 |
Largest Losing Trade | -33952 | -33952 | -29203 | -2096494 | -1462808 | -2096494 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 6978 | 3177 | 3801 | 6978 | 3177 | 3801 |
Profit Streak | 19.3225 | 47.8225 | 19.3225 | 19.3225 | 47.8225 | 19.3225 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484959 | 488430 | -361388 | -85163 | 377612 | -580421 |
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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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