Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900907.0187 | 793400.5166 | 107506.5021 | 2856098.5798 | 2085142.9348 | 770955.645 |
Total P&L (%) | 900.907 | 793.4005 | 107.5065 | 2856.0986 | 2085.1429 | 770.9556 |
Avg Daily Profit (%) | 0.359 | 0.3161 | 0.0428 | 0.135 | 0.123 | 0.0863 |
Buy And Hold Return (%) | 206.2171 | 206.2171 | 206.2171 | 206.2171 | 206.2171 | 206.2171 |
Max Trade Drawdown | -145888 | -114995 | -65044 | -1173439 | -1013626 | -415497 |
Profit Factor | 1.7398 | 2.1676 | 1.1997 | 1.4364 | 1.5598 | 1.2734 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 230 | 123 | 107 | 230 | 123 | 107 |
Profitability (%) | 37.3297 | 33.1522 | 41.5301 | 37.3297 | 33.1522 | 41.5301 |
Ratio Avg Win / Avg Loss | 2.9208 | 4.3708 | 1.6891 | 2.4115 | 3.1451 | 1.7928 |
Largest Winning Trade | 449468 | 449468 | 34901 | 1166449 | 1166449 | 365866 |
Largest Losing Trade | -30527 | -24628 | -30527 | -276013 | -276013 | -246743 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 43 | 47 | 41 | 43 | 47 | 41 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 9869 | 5127 | 4742 | 9869 | 5127 | 4742 |
Profit Streak | 20.9389 | 20.9389 | 23.6889 | 20.9389 | 20.9389 | 23.6889 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328476 | 197359 | -303278 | -12006 | -30965 | -80842 |
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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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