Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2412672.9714 | 2317227.1707 | 95445.8007 | 1728034.3446 | -261771.2696 | 1989805.6142 |
Total P&L (%) | 2412.673 | 2317.2272 | 95.4458 | 1728.0343 | -261.7713 | 1989.8056 |
Avg Daily Profit (%) | 1.2961 | 1.2448 | 0.0513 | 0.1562 | 0 | 0.1634 |
Buy And Hold Return (%) | 157.1429 | 157.1429 | 157.1429 | 157.1429 | 157.1429 | 157.1429 |
Max Trade Drawdown | -210976 | -139369 | -114014 | -5079861 | -3626361 | -2261575 |
Profit Factor | 3.0713 | 4.5413 | 1.187 | 1.0723 | 0.9801 | 1.1848 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 177 | 74 | 103 | 177 | 74 | 103 |
Losing Trades | 279 | 154 | 125 | 279 | 154 | 125 |
Profitability (%) | 38.8158 | 32.4561 | 45.1754 | 38.8158 | 32.4561 | 45.1754 |
Ratio Avg Win / Avg Loss | 4.8411 | 9.4507 | 1.4405 | 1.6902 | 2.0396 | 1.4379 |
Largest Winning Trade | 2131908 | 2131908 | 46051 | 2177293 | 1753979 | 2177293 |
Largest Losing Trade | -28965 | -28965 | -16252 | -802837 | -762798 | -802837 |
Avg Bars in Trades | 24 | 35 | 13 | 24 | 35 | 13 |
Avg Bars in Winners | 40 | 76 | 15 | 40 | 76 | 15 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 10988 | 7983 | 3005 | 10988 | 7983 | 3005 |
Profit Streak | 1.2794 | 0 | 8.2794 | 1.2794 | 0 | 8.2794 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542852 | 533724 | -305368 | -136609 | -584185 | -9800 |
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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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