Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885859.1282 | 784913.9449 | 100945.1833 | 1494792.8928 | 354575.723 | 1140217.1698 |
Total P&L (%) | 885.8591 | 784.9139 | 100.9452 | 1494.7929 | 354.5757 | 1140.2172 |
Avg Daily Profit (%) | 0.4253 | 0.3769 | 0.0485 | 0.1331 | 0.0727 | 0.121 |
Buy And Hold Return (%) | 57.0571 | 57.0571 | 57.0571 | 57.0571 | 57.0571 | 57.0571 |
Max Trade Drawdown | -148054 | -90705 | -206636 | -3995636 | -2573241 | -1570802 |
Profit Factor | 1.7547 | 2.3182 | 1.1745 | 1.1093 | 1.0457 | 1.1932 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 46.7925 | 44.697 | 48.8722 | 46.7925 | 44.697 | 48.8722 |
Ratio Avg Win / Avg Loss | 1.9953 | 2.8682 | 1.2288 | 1.2614 | 1.2938 | 1.2482 |
Largest Winning Trade | 310930 | 310930 | 55215 | 1563265 | 1563265 | 998628 |
Largest Losing Trade | -47378 | -39549 | -47378 | -1069103 | -609465 | -1069103 |
Avg Bars in Trades | 92 | 90 | 95 | 92 | 90 | 95 |
Avg Bars in Winners | 124 | 121 | 127 | 124 | 121 | 127 |
Avg Bars in Losers | 65 | 65 | 64 | 65 | 65 | 64 |
Bars Traded | 24638 | 11958 | 12680 | 24638 | 11958 | 12680 |
Profit Streak | 15.2802 | 0 | 23.6969 | 15.2802 | 0 | 23.6969 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504482 | 421107 | -165231 | -114498 | -268933 | -39233 |
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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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