Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675347.3048 | 591884.3483 | 83462.9565 | 1106005.64 | 1323283.3115 | -217277.6715 |
Total P&L (%) | 675.3473 | 591.8843 | 83.463 | 1106.0056 | 1323.2833 | -217.2777 |
Avg Daily Profit (%) | 0.2979 | 0.261 | 0.0368 | 0.1099 | 0.1172 | 0 |
Buy And Hold Return (%) | 68.4148 | 68.4148 | 68.4148 | 68.4148 | 68.4148 | 68.4148 |
Max Trade Drawdown | -124234 | -117080 | -168062 | -2617829 | -2086860 | -2599283 |
Profit Factor | 1.3392 | 1.6593 | 1.0764 | 1.0511 | 1.1305 | 0.9811 |
Total Trades | 528 | 264 | 264 | 528 | 264 | 264 |
Winning Trades | 218 | 106 | 112 | 218 | 106 | 112 |
Losing Trades | 310 | 158 | 152 | 310 | 158 | 152 |
Profitability (%) | 41.2879 | 40.1515 | 42.4242 | 41.2879 | 40.1515 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.9044 | 2.4734 | 1.4608 | 1.4946 | 1.6851 | 1.3315 |
Largest Winning Trade | 128533 | 128533 | 49105 | 603009 | 603009 | 584363 |
Largest Losing Trade | -37048 | -29149 | -37048 | -1265901 | -467636 | -1265901 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 6793 | 3210 | 3583 | 6793 | 3210 | 3583 |
Profit Streak | 0 | 0 | 18.9083 | 0 | 0 | 18.9083 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358471 | 323125 | -378893 | -210585 | -114728 | -580393 |
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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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