Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063768.3689 | 993769.5018 | 69998.8671 | 2410995.5091 | 2522526.0553 | -111530.5462 |
Total P&L (%) | 1063.7684 | 993.7695 | 69.9989 | 2410.9955 | 2522.5261 | -111.5305 |
Avg Daily Profit (%) | 0.4859 | 0.4539 | 0.032 | 0.1473 | 0.1493 | 0 |
Buy And Hold Return (%) | 399.5469 | 399.5469 | 399.5469 | 399.5469 | 399.5469 | 399.5469 |
Max Trade Drawdown | -179737 | -151757 | -154119 | -1553409 | -1018307 | -1082070 |
Profit Factor | 1.7247 | 2.3532 | 1.0954 | 1.2908 | 1.5972 | 0.9726 |
Total Trades | 479 | 239 | 240 | 479 | 239 | 240 |
Winning Trades | 185 | 82 | 103 | 185 | 82 | 103 |
Losing Trades | 294 | 157 | 137 | 294 | 157 | 137 |
Profitability (%) | 38.6221 | 34.3096 | 42.9167 | 38.6221 | 34.3096 | 42.9167 |
Ratio Avg Win / Avg Loss | 2.7409 | 4.5055 | 1.457 | 2.0514 | 3.0581 | 1.2936 |
Largest Winning Trade | 467120 | 467120 | 28770 | 1565880 | 1565880 | 260445 |
Largest Losing Trade | -40410 | -28036 | -40410 | -326008 | -326008 | -236591 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6540 | 3464 | 3076 | 6540 | 3464 | 3076 |
Profit Streak | 4.7732 | 0 | 8.4398 | 4.7732 | 0 | 8.4398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331163 | 213125 | -432603 | 122790 | 148720 | -580216 |
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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) |
---|