Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473823.6868 | 1358408.7773 | 115414.9095 | 9569431.9655 | 2036226.2638 | 7533205.7017 |
Total P&L (%) | 1473.8237 | 1358.4088 | 115.4149 | 9569.432 | 2036.2263 | 7533.2057 |
Avg Daily Profit (%) | 0.663 | 0.6111 | 0.0519 | 0.2059 | 0.1378 | 0.1952 |
Buy And Hold Return (%) | 614.6774 | 614.6774 | 614.6774 | 614.6774 | 614.6774 | 614.6774 |
Max Trade Drawdown | -101775 | -90403 | -151980 | -16207039 | -16399356 | -6737786 |
Profit Factor | 1.8844 | 2.6774 | 1.1347 | 1.0943 | 1.0391 | 1.1526 |
Total Trades | 653 | 327 | 326 | 653 | 327 | 326 |
Winning Trades | 199 | 91 | 108 | 199 | 91 | 108 |
Losing Trades | 454 | 236 | 218 | 454 | 236 | 218 |
Profitability (%) | 30.4747 | 27.8287 | 33.1288 | 30.4747 | 27.8287 | 33.1288 |
Ratio Avg Win / Avg Loss | 4.2991 | 6.9435 | 2.2905 | 2.4965 | 2.6947 | 2.3266 |
Largest Winning Trade | 953664 | 953664 | 49879 | 5214645 | 5214645 | 3296809 |
Largest Losing Trade | -20542 | -12017 | -20542 | -1963894 | -1963894 | -1579677 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 13273 | 6528 | 6745 | 13273 | 6528 | 6745 |
Profit Streak | 15.4163 | 15.4163 | 19.2497 | 15.4163 | 15.4163 | 19.2497 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306086 | -4162 | -365129 | -110441 | -203228 | -48124 |
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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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