Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448119.8193 | 1317074.9699 | 131044.8494 | 10048704.9808 | 6102875.951 | 3945829.0298 |
Total P&L (%) | 1448.1198 | 1317.075 | 131.0448 | 10048.705 | 6102.876 | 3945.829 |
Avg Daily Profit (%) | 0.7717 | 0.7019 | 0.0698 | 0.2465 | 0.2202 | 0.1974 |
Buy And Hold Return (%) | 312.6471 | 312.6471 | 312.6471 | 312.6471 | 312.6471 | 312.6471 |
Max Trade Drawdown | -89623 | -99477 | -134659 | -7329463 | -6245711 | -4789266 |
Profit Factor | 2.1436 | 3.0433 | 1.2108 | 1.1445 | 1.1685 | 1.1184 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 240 | 115 | 125 | 240 | 115 | 125 |
Losing Trades | 255 | 132 | 123 | 255 | 132 | 123 |
Profitability (%) | 48.4848 | 46.5587 | 50.4032 | 48.4848 | 46.5587 | 50.4032 |
Ratio Avg Win / Avg Loss | 2.2776 | 3.4932 | 1.1914 | 1.2161 | 1.3413 | 1.1005 |
Largest Winning Trade | 528730 | 528730 | 60465 | 8821879 | 8821879 | 4601631 |
Largest Losing Trade | -28655 | -25603 | -28655 | -1844597 | -1396808 | -1844597 |
Avg Bars in Trades | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Winners | 63 | 46 | 79 | 63 | 46 | 79 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 22288 | 9050 | 13238 | 22288 | 9050 | 13238 |
Profit Streak | 1.8842 | 12.1342 | 1.8842 | 1.8842 | 12.1342 | 1.8842 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575558 | 597307 | -266870 | -52474 | -26443 | -83190 |
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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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