Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393698.3124 | 320216.6275 | 73481.6849 | 2057872.1098 | 1440247.8668 | 617624.243 |
Total P&L (%) | 393.6983 | 320.2166 | 73.4817 | 2057.8721 | 1440.2479 | 617.6242 |
Avg Daily Profit (%) | 0.473 | 0.3847 | 0.0883 | 0.3697 | 0.3291 | 0.2371 |
Buy And Hold Return (%) | 324.4792 | 324.4792 | 324.4792 | 324.4792 | 324.4792 | 324.4792 |
Max Trade Drawdown | -85387 | -74878 | -37445 | -788880 | -719070 | -382800 |
Profit Factor | 1.6108 | 1.8345 | 1.2817 | 1.4052 | 1.4398 | 1.3424 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 382 | 205 | 177 | 382 | 205 | 177 |
Losing Trades | 95 | 33 | 62 | 95 | 33 | 62 |
Profitability (%) | 80.0839 | 86.1345 | 74.0586 | 80.0839 | 86.1345 | 74.0586 |
Ratio Avg Win / Avg Loss | 0.4006 | 0.2953 | 0.449 | 0.3495 | 0.2318 | 0.4702 |
Largest Winning Trade | 20379 | 20379 | 9260 | 103997 | 103997 | 75158 |
Largest Losing Trade | -34863 | -34863 | -23453 | -371762 | -353927 | -371762 |
Avg Bars in Trades | 41 | 69 | 12 | 41 | 69 | 12 |
Avg Bars in Winners | 16 | 26 | 5 | 16 | 26 | 5 |
Avg Bars in Losers | 139 | 340 | 33 | 139 | 340 | 33 |
Bars Traded | 19582 | 16593 | 2989 | 19582 | 16593 | 2989 |
Profit Streak | 10.4832 | 10.4832 | 29.1082 | 10.4832 | 10.4832 | 29.1082 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81008 | -148765 | -236792 | 586308 | 492820 | 189571 |
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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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