Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185500.3045 | 1140175.71 | 45324.5944 | 1954347.571 | -277635.0167 | 2231982.5876 |
Total P&L (%) | 1185.5003 | 1140.1757 | 45.3246 | 1954.3476 | -277.635 | 2231.9826 |
Avg Daily Profit (%) | 0.6293 | 0.6052 | 0.0241 | 0.1606 | 0 | 0.1673 |
Buy And Hold Return (%) | 284.3567 | 284.3567 | 284.3567 | 284.3567 | 284.3567 | 284.3567 |
Max Trade Drawdown | -152878 | -110713 | -79686 | -13021518 | -12258443 | -4836226 |
Profit Factor | 1.9336 | 2.7846 | 1.0718 | 1.0252 | 0.9932 | 1.0613 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 182 | 93 | 89 | 182 | 93 | 89 |
Profitability (%) | 48 | 46.8571 | 49.1429 | 48 | 46.8571 | 49.1429 |
Ratio Avg Win / Avg Loss | 2.0948 | 3.1582 | 1.1092 | 1.1107 | 1.1265 | 1.0983 |
Largest Winning Trade | 486017 | 486017 | 53199 | 6826590 | 6826590 | 4874717 |
Largest Losing Trade | -26800 | -26800 | -24999 | -3570845 | -3179907 | -3570845 |
Avg Bars in Trades | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Winners | 44 | 32 | 56 | 44 | 32 | 56 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 11105 | 4559 | 6546 | 11105 | 4559 | 6546 |
Profit Streak | 7.2409 | 18.9076 | 7.2409 | 7.2409 | 18.9076 | 7.2409 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576950 | 557687 | -466826 | -182433 | -578222 | -144197 |
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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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