Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848340.2201 | 793191.1683 | 55149.0518 | 557039.8787 | 374034.8531 | 183005.0256 |
Total P&L (%) | 848.3402 | 793.1912 | 55.1491 | 557.0399 | 374.0349 | 183.005 |
Avg Daily Profit (%) | 0.3394 | 0.3174 | 0.0221 | 0.0754 | 0.0623 | 0.0416 |
Buy And Hold Return (%) | 106.7648 | 106.7648 | 106.7648 | 106.7648 | 106.7648 | 106.7648 |
Max Trade Drawdown | -217230 | -194237 | -52287 | -1591567 | -1524666 | -197982 |
Profit Factor | 1.5925 | 1.684 | 1.2026 | 1.1062 | 1.0863 | 1.2015 |
Total Trades | 699 | 349 | 350 | 699 | 349 | 350 |
Winning Trades | 316 | 128 | 188 | 316 | 128 | 188 |
Losing Trades | 383 | 221 | 162 | 383 | 221 | 162 |
Profitability (%) | 45.2074 | 36.6762 | 53.7143 | 45.2074 | 36.6762 | 53.7143 |
Ratio Avg Win / Avg Loss | 1.9301 | 2.9076 | 1.0363 | 1.3408 | 1.8755 | 1.0353 |
Largest Winning Trade | 461992 | 461992 | 13957 | 681314 | 681314 | 106534 |
Largest Losing Trade | -27989 | -27989 | -8450 | -413109 | -413109 | -64105 |
Avg Bars in Trades | 21 | 40 | 2 | 21 | 40 | 2 |
Avg Bars in Winners | 24 | 57 | 2 | 24 | 57 | 2 |
Avg Bars in Losers | 18 | 31 | 2 | 18 | 31 | 2 |
Bars Traded | 14952 | 14168 | 784 | 14952 | 14168 | 784 |
Profit Streak | 25.7087 | 26.2087 | 25.7087 | 25.7087 | 26.2087 | 25.7087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550736 | 318996 | -327096 | -193703 | -240323 | -144031 |
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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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