Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723811.9846 | 600552.5735 | 123259.411 | 5565655.7395 | 7674386.5726 | -2108730.8331 |
Total P&L (%) | 723.812 | 600.5526 | 123.2594 | 5565.6557 | 7674.3866 | -2108.7308 |
Avg Daily Profit (%) | 0.4001 | 0.332 | 0.0681 | 0.2234 | 0.2409 | 0 |
Buy And Hold Return (%) | 256.7813 | 256.7813 | 256.7813 | 256.7813 | 256.7813 | 256.7813 |
Max Trade Drawdown | -94060 | -85188 | -104812 | -12873694 | -9489622 | -5032798 |
Profit Factor | 1.4735 | 1.8469 | 1.1504 | 1.0833 | 1.2475 | 0.9411 |
Total Trades | 499 | 250 | 249 | 499 | 250 | 249 |
Winning Trades | 217 | 102 | 115 | 217 | 102 | 115 |
Losing Trades | 282 | 148 | 134 | 282 | 148 | 134 |
Profitability (%) | 43.487 | 40.8 | 46.1847 | 43.487 | 40.8 | 46.1847 |
Ratio Avg Win / Avg Loss | 1.9149 | 2.6799 | 1.3405 | 1.4078 | 1.8101 | 1.0966 |
Largest Winning Trade | 80185 | 80185 | 43575 | 5168337 | 5168337 | 2313138 |
Largest Losing Trade | -22017 | -16863 | -22017 | -2369193 | -1536068 | -2369193 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5385 | 2649 | 2736 | 5385 | 2649 | 2736 |
Profit Streak | 0 | 0 | 9.9586 | 0 | 0 | 9.9586 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327013 | 197736 | -322623 | -120312 | 241715 | -578906 |
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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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