Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617777.0542 | 463590.6021 | 154186.4521 | 4189026.8439 | 5344421.5508 | -1155394.7068 |
Total P&L (%) | 617.7771 | 463.5906 | 154.1865 | 4189.0268 | 5344.4216 | -1155.3947 |
Avg Daily Profit (%) | 0.2967 | 0.2226 | 0.074 | 0.1807 | 0.1921 | 0 |
Buy And Hold Return (%) | 47.351 | 47.351 | 47.351 | 47.351 | 47.351 | 47.351 |
Max Trade Drawdown | -81987 | -84998 | -73041 | -6261300 | -2640338 | -6043306 |
Profit Factor | 1.6355 | 1.9744 | 1.3106 | 1.1594 | 1.4748 | 0.9231 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 264 | 135 | 129 | 264 | 135 | 129 |
Profitability (%) | 34.3284 | 32.8358 | 35.8209 | 34.3284 | 32.8358 | 35.8209 |
Ratio Avg Win / Avg Loss | 3.1288 | 4.0385 | 2.3482 | 2.2181 | 3.0166 | 1.6538 |
Largest Winning Trade | 165466 | 165466 | 41525 | 1889922 | 1889922 | 1741167 |
Largest Losing Trade | -19221 | -13723 | -19221 | -1946826 | -496372 | -1946826 |
Avg Bars in Trades | 61 | 60 | 61 | 61 | 60 | 61 |
Avg Bars in Winners | 111 | 110 | 112 | 111 | 110 | 112 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 24647 | 12188 | 12459 | 24647 | 12188 | 12459 |
Profit Streak | 9.4214 | 28.5881 | 0 | 9.4214 | 28.5881 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310806 | 230213 | -100728 | -39480 | 182278 | -583017 |
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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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