Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962894.7043 | 799694.4671 | 163200.2373 | 12056746.3147 | 18253337.2149 | -6196590.9002 |
Total P&L (%) | 962.8947 | 799.6945 | 163.2002 | 12056.7463 | 18253.3372 | -6196.5909 |
Avg Daily Profit (%) | 0.4623 | 0.384 | 0.0784 | 0.2308 | 0.2506 | 0 |
Buy And Hold Return (%) | 83.815 | 83.815 | 83.815 | 83.815 | 83.815 | 83.815 |
Max Trade Drawdown | -114979 | -96880 | -98307 | -24328220 | -16646566 | -17821534 |
Profit Factor | 1.7353 | 2.2359 | 1.2463 | 1.0857 | 1.2713 | 0.9156 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Losing Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Profitability (%) | 57 | 58 | 56 | 57 | 58 | 56 |
Ratio Avg Win / Avg Loss | 1.3091 | 1.6191 | 0.9793 | 0.819 | 0.9206 | 0.7194 |
Largest Winning Trade | 138298 | 138298 | 85565 | 8558806 | 8558806 | 8067265 |
Largest Losing Trade | -40905 | -40905 | -31439 | -7699507 | -4270527 | -7699507 |
Avg Bars in Trades | 82 | 70 | 93 | 82 | 70 | 93 |
Avg Bars in Winners | 90 | 70 | 110 | 90 | 70 | 110 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 24681 | 10614 | 14067 | 24681 | 10614 | 14067 |
Profit Streak | 0 | 0 | 80.6126 | 0 | 0 | 80.6126 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537644 | 544794 | -95101 | -117151 | 287262 | -578402 |
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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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