Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833088.7079 | 701568.2787 | 131520.4292 | 5674275.9703 | -1115569.8672 | 6789845.8375 |
Total P&L (%) | 833.0887 | 701.5683 | 131.5204 | 5674.276 | -1115.5699 | 6789.8458 |
Avg Daily Profit (%) | 0.3829 | 0.3224 | 0.0604 | 0.1866 | 0 | 0.1947 |
Buy And Hold Return (%) | 175.7031 | 175.7031 | 175.7031 | 175.7031 | 175.7031 | 175.7031 |
Max Trade Drawdown | -132505 | -117536 | -102508 | -23228471 | -24052667 | -6646707 |
Profit Factor | 1.6841 | 1.8759 | 1.3156 | 1.0813 | 0.9787 | 1.3899 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 50.5455 | 48.9051 | 52.1739 | 50.5455 | 48.9051 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6478 | 1.9599 | 1.206 | 1.058 | 1.0225 | 1.2741 |
Largest Winning Trade | 158339 | 158339 | 44909 | 6850356 | 6850356 | 2734991 |
Largest Losing Trade | -33787 | -31104 | -33787 | -6726371 | -6726371 | -2813890 |
Avg Bars in Trades | 46 | 77 | 16 | 46 | 77 | 16 |
Avg Bars in Winners | 51 | 86 | 18 | 51 | 86 | 18 |
Avg Bars in Losers | 41 | 67 | 14 | 41 | 67 | 14 |
Bars Traded | 12822 | 10563 | 2259 | 12822 | 10563 | 2259 |
Profit Streak | 16.9965 | 0 | 47.8298 | 16.9965 | 0 | 47.8298 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479094 | 352776 | -276456 | -121070 | -579728 | 359489 |
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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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