Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839945.9891 | 708381.9816 | 131564.0076 | 6478050.7552 | 5054818.8085 | 1423231.9467 |
Total P&L (%) | 839.946 | 708.382 | 131.564 | 6478.0508 | 5054.8188 | 1423.2319 |
Avg Daily Profit (%) | 0.4447 | 0.375 | 0.0696 | 0.2219 | 0.2089 | 0.1443 |
Buy And Hold Return (%) | 300.4938 | 300.4938 | 300.4938 | 300.4938 | 300.4938 | 300.4938 |
Max Trade Drawdown | -155498 | -81941 | -119971 | -17300440 | -10350806 | -12250501 |
Profit Factor | 1.4407 | 1.7477 | 1.1373 | 1.0493 | 1.0745 | 1.0224 |
Total Trades | 670 | 335 | 335 | 670 | 335 | 335 |
Winning Trades | 257 | 126 | 131 | 257 | 126 | 131 |
Losing Trades | 413 | 209 | 204 | 413 | 209 | 204 |
Profitability (%) | 38.3582 | 37.6119 | 39.1045 | 38.3582 | 37.6119 | 39.1045 |
Ratio Avg Win / Avg Loss | 2.3152 | 2.8989 | 1.771 | 1.6862 | 1.7822 | 1.5921 |
Largest Winning Trade | 243779 | 243779 | 35234 | 6318838 | 6318838 | 3007912 |
Largest Losing Trade | -33344 | -22954 | -33344 | -3688004 | -2034870 | -3688004 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5536 | 2754 | 2782 | 5536 | 2754 | 2782 |
Profit Streak | 11.5413 | 12.5413 | 0 | 11.5413 | 12.5413 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315795 | 202029 | -336923 | -157118 | -132133 | -199152 |
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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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