Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848260.2105 | 769735.9482 | 78524.2623 | 5250779.0735 | 7715560.9409 | -2464781.8674 |
Total P&L (%) | 848.2602 | 769.7359 | 78.5243 | 5250.7791 | 7715.5609 | -2464.7819 |
Avg Daily Profit (%) | 0.4645 | 0.4215 | 0.043 | 0.2182 | 0.239 | 0 |
Buy And Hold Return (%) | 698.4342 | 698.4342 | 698.4342 | 698.4342 | 698.4342 | 698.4342 |
Max Trade Drawdown | -107154 | -77919 | -129961 | -5283915 | -2469368 | -5473572 |
Profit Factor | 1.5471 | 2.1377 | 1.0898 | 1.1074 | 1.3624 | 0.9107 |
Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
Winning Trades | 201 | 99 | 102 | 201 | 99 | 102 |
Losing Trades | 278 | 141 | 137 | 278 | 141 | 137 |
Profitability (%) | 41.9624 | 41.25 | 42.6778 | 41.9624 | 41.25 | 42.6778 |
Ratio Avg Win / Avg Loss | 2.1397 | 3.0446 | 1.4638 | 1.5317 | 1.9403 | 1.2231 |
Largest Winning Trade | 241743 | 241743 | 45071 | 2106889 | 2106889 | 1085973 |
Largest Losing Trade | -27749 | -27749 | -22449 | -1461765 | -809105 | -1461765 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 21685 | 11251 | 10434 | 21685 | 11251 | 10434 |
Profit Streak | 4.9381 | 24.8548 | 0 | 4.9381 | 24.8548 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85998 | -121257 | -425096 | -93023 | 313526 | -581263 |
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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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