Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981694.6401 | 857458.5621 | 124236.078 | 6728300.6892 | 2334003.2858 | 4394297.4034 |
Total P&L (%) | 981.6946 | 857.4586 | 124.2361 | 6728.3007 | 2334.0033 | 4394.2974 |
Avg Daily Profit (%) | 0.521 | 0.455 | 0.0659 | 0.2244 | 0.1695 | 0.2022 |
Buy And Hold Return (%) | 200.2941 | 200.2941 | 200.2941 | 200.2941 | 200.2941 | 200.2941 |
Max Trade Drawdown | -163838 | -80449 | -142359 | -5374512 | -5837374 | -2269877 |
Profit Factor | 1.7055 | 2.2036 | 1.1829 | 1.1954 | 1.1225 | 1.2857 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Profitability (%) | 31.3679 | 31.1321 | 31.6038 | 31.3679 | 31.1321 | 31.6038 |
Ratio Avg Win / Avg Loss | 3.7316 | 4.8745 | 2.5601 | 2.6155 | 2.4831 | 2.7825 |
Largest Winning Trade | 245248 | 245248 | 34693 | 3059369 | 3059369 | 2137724 |
Largest Losing Trade | -29540 | -26327 | -29540 | -1286927 | -1048600 | -1286927 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 5586 | 2984 | 2602 | 5586 | 2984 | 2602 |
Profit Streak | 21.5385 | 21.5385 | 23.5385 | 21.5385 | 21.5385 | 23.5385 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320033 | 233389 | -294624 | 2924 | -82830 | 121940 |
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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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