Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786077.979 | 718669.9397 | 67408.0394 | 1513049.1046 | 1173952.4973 | 339096.6073 |
Total P&L (%) | 786.078 | 718.6699 | 67.408 | 1513.0491 | 1173.9525 | 339.0966 |
Avg Daily Profit (%) | 0.314 | 0.287 | 0.0269 | 0.1111 | 0.1017 | 0.0591 |
Buy And Hold Return (%) | 288.6289 | 288.6289 | 288.6289 | 288.6289 | 288.6289 | 288.6289 |
Max Trade Drawdown | -134240 | -61712 | -101656 | -6904347 | -2879888 | -5422886 |
Profit Factor | 1.8686 | 2.7782 | 1.1346 | 1.0593 | 1.0989 | 1.0249 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 52.4715 | 51.9084 | 53.0303 | 52.4715 | 51.9084 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.6925 | 2.574 | 1.0049 | 0.9595 | 1.0181 | 0.9077 |
Largest Winning Trade | 439816 | 439816 | 39942 | 2111623 | 2111623 | 1683057 |
Largest Losing Trade | -54044 | -23086 | -54044 | -3719690 | -1152450 | -3719690 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 7369 | 3410 | 3959 | 7369 | 3410 | 3959 |
Profit Streak | 21.5228 | 21.5228 | 24.1894 | 21.5228 | 21.5228 | 24.1894 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455141 | 407885 | -393684 | -198919 | -169860 | -418726 |
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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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