Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1772753.376 | 1682486.2416 | 90267.1345 | 2907172.1759 | -15838987.6158 | 18746159.7916 |
Total P&L (%) | 1772.7534 | 1682.4862 | 90.2671 | 2907.1722 | -15838.9876 | 18746.1598 |
Avg Daily Profit (%) | 0.9833 | 0.9332 | 0.0501 | 0.189 | 0 | 0.291 |
Buy And Hold Return (%) | 256.2989 | 256.2989 | 256.2989 | 256.2989 | 256.2989 | 256.2989 |
Max Trade Drawdown | -174826 | -200097 | -87056 | -38158081 | -45371307 | -13753441 |
Profit Factor | 2.6267 | 4.0567 | 1.1674 | 1.0237 | 0.7775 | 1.3642 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 148 | 68 | 80 | 148 | 68 | 80 |
Losing Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Profitability (%) | 46.8354 | 43.038 | 50.6329 | 46.8354 | 43.038 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.9817 | 5.3692 | 1.1382 | 1.162 | 1.0291 | 1.3301 |
Largest Winning Trade | 1423398 | 1423398 | 56383 | 14802219 | 14802219 | 13498185 |
Largest Losing Trade | -28659 | -28659 | -27469 | -6508313 | -5437629 | -6508313 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 47 | 39 | 53 | 47 | 39 | 53 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 10496 | 4457 | 6039 | 10496 | 4457 | 6039 |
Profit Streak | 6.845 | 6.845 | 23.0116 | 6.845 | 6.845 | 23.0116 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731715 | 687415 | -326438 | -184467 | -580111 | 400019 |
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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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