Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900535.2757 | 776716.1371 | 123819.1387 | 5082837.5737 | 5109277.5412 | -26439.9675 |
Total P&L (%) | 900.5353 | 776.7161 | 123.8191 | 5082.8376 | 5109.2775 | -26.44 |
Avg Daily Profit (%) | 0.36 | 0.3105 | 0.0495 | 0.158 | 0.1582 | -0.0123 |
Buy And Hold Return (%) | 298.6036 | 298.6036 | 298.6036 | 298.6036 | 298.6036 | 298.6036 |
Max Trade Drawdown | -201986 | -152935 | -91230 | -2700208 | -1466371 | -1690583 |
Profit Factor | 1.6528 | 2.0228 | 1.1997 | 1.3597 | 1.6572 | 0.9958 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 189 | 83 | 106 | 189 | 83 | 106 |
Losing Trades | 306 | 165 | 141 | 306 | 165 | 141 |
Profitability (%) | 38.1818 | 33.4677 | 42.915 | 38.1818 | 33.4677 | 42.915 |
Ratio Avg Win / Avg Loss | 2.676 | 4.0213 | 1.5958 | 2.2014 | 3.2945 | 1.3247 |
Largest Winning Trade | 372595 | 372595 | 32980 | 2793298 | 2793298 | 581716 |
Largest Losing Trade | -21939 | -18890 | -21939 | -623072 | -455634 | -623072 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 14913 | 7513 | 7400 | 14913 | 7513 | 7400 |
Profit Streak | 19.5644 | 19.5644 | 20.0644 | 19.5644 | 19.5644 | 20.0644 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305805 | 152326 | -293548 | 298583 | 204805 | -580296 |
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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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