Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746577.1258 | 597495.461 | 149081.6647 | 3898715.8976 | 3326492.5032 | 572223.3945 |
Total P&L (%) | 746.5771 | 597.4955 | 149.0817 | 3898.7159 | 3326.4925 | 572.2234 |
Avg Daily Profit (%) | 0.3584 | 0.2868 | 0.0716 | 0.1772 | 0.1698 | 0.0915 |
Buy And Hold Return (%) | 107.9061 | 107.9061 | 107.9061 | 107.9061 | 107.9061 | 107.9061 |
Max Trade Drawdown | -124031 | -82015 | -66207 | -9283478 | -5919624 | -6217591 |
Profit Factor | 1.7289 | 2.111 | 1.3065 | 1.0683 | 1.1214 | 1.0193 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 117 | 49 | 68 | 117 | 49 | 68 |
Losing Trades | 191 | 105 | 86 | 191 | 105 | 86 |
Profitability (%) | 37.987 | 31.8182 | 44.1558 | 37.987 | 31.8182 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.8224 | 4.5235 | 1.6523 | 1.7439 | 2.4031 | 1.2891 |
Largest Winning Trade | 221454 | 221454 | 34501 | 4493992 | 4493992 | 2445249 |
Largest Losing Trade | -25844 | -19465 | -25844 | -3187691 | -1438127 | -3187691 |
Avg Bars in Trades | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Winners | 131 | 131 | 131 | 131 | 131 | 131 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 24867 | 11641 | 13226 | 24867 | 11641 | 13226 |
Profit Streak | 18.1011 | 0 | 42.1011 | 18.1011 | 0 | 42.1011 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364226 | 179981 | -144255 | -138966 | -84864 | -271894 |
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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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