Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902713.7971 | 759262.3034 | 143451.4937 | 4896168.1709 | 1577497.6487 | 3318670.5223 |
Total P&L (%) | 902.7138 | 759.2623 | 143.4515 | 4896.1682 | 1577.4976 | 3318.6705 |
Avg Daily Profit (%) | 0.4335 | 0.3646 | 0.0689 | 0.188 | 0.1355 | 0.1697 |
Buy And Hold Return (%) | 51.8576 | 51.8576 | 51.8576 | 51.8576 | 51.8576 | 51.8576 |
Max Trade Drawdown | -117318 | -87859 | -275922 | -2627466 | -1788995 | -1603403 |
Profit Factor | 1.4388 | 1.7774 | 1.1328 | 1.3018 | 1.1959 | 1.4063 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 223 | 106 | 117 | 223 | 106 | 117 |
Losing Trades | 513 | 262 | 251 | 513 | 262 | 251 |
Profitability (%) | 30.2989 | 28.8043 | 31.7935 | 30.2989 | 28.8043 | 31.7935 |
Ratio Avg Win / Avg Loss | 3.31 | 4.3931 | 2.4301 | 2.9948 | 2.9559 | 3.017 |
Largest Winning Trade | 254283 | 254283 | 61400 | 1241575 | 1241575 | 1057615 |
Largest Losing Trade | -26198 | -24423 | -26198 | -564307 | -431591 | -564307 |
Avg Bars in Trades | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Winners | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 24782 | 11828 | 12954 | 24782 | 11828 | 12954 |
Profit Streak | 8.0629 | 8.2295 | 0 | 8.0629 | 8.2295 | 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 | 321617 | 65120 | -183355 | 215948 | -26682 | 140822 |
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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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