Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2095827.506 | 2061768.5495 | 34058.9566 | 2234195.8361 | 2276401.4575 | -42205.6214 |
Total P&L (%) | 2095.8275 | 2061.7685 | 34.059 | 2234.1958 | 2276.4015 | -42.2056 |
Avg Daily Profit (%) | 0.9482 | 0.9328 | 0.0154 | 0.1426 | 0.1434 | -0.0248 |
Buy And Hold Return (%) | 854.4708 | 854.4708 | 854.4708 | 854.4708 | 854.4708 | 854.4708 |
Max Trade Drawdown | -118839 | -94098 | -142942 | -2285239 | -1297985 | -1496216 |
Profit Factor | 2.8957 | 4.8535 | 1.0597 | 1.164 | 1.3451 | 0.994 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Losing Trades | 302 | 149 | 153 | 302 | 149 | 153 |
Profitability (%) | 29.108 | 30.0469 | 28.169 | 29.108 | 30.0469 | 28.169 |
Ratio Avg Win / Avg Loss | 7.0526 | 11.2995 | 2.7022 | 2.8348 | 3.1315 | 2.5347 |
Largest Winning Trade | 1847677 | 1847677 | 51805 | 2720292 | 2720292 | 1011638 |
Largest Losing Trade | -18856 | -15467 | -18856 | -540708 | -269752 | -540708 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 13025 | 5766 | 7259 | 13025 | 5766 | 7259 |
Profit Streak | 6.0629 | 0 | 7.7296 | 6.0629 | 0 | 7.7296 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222008 | 356768 | -506396 | -53530 | -10000 | -592611 |
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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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