Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2045262.1629 | 2036962.6895 | 8299.4733 | 494709.562 | 1570395.1523 | -1075685.5903 |
Total P&L (%) | 2045.2622 | 2036.9627 | 8.2995 | 494.7096 | 1570.3952 | -1075.6856 |
Avg Daily Profit (%) | 0.9245 | 0.9207 | 0.0038 | 0.0806 | 0.1274 | 0 |
Buy And Hold Return (%) | 272.7908 | 272.7908 | 272.7908 | 272.7908 | 272.7908 | 272.7908 |
Max Trade Drawdown | -153521 | -103695 | -109802 | -2736824 | -1636721 | -1370424 |
Profit Factor | 2.6703 | 4.6732 | 1.0124 | 1.0492 | 1.3394 | 0.8019 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Profitability (%) | 42.0168 | 41.573 | 42.4581 | 42.0168 | 41.573 | 42.4581 |
Ratio Avg Win / Avg Loss | 3.685 | 6.5677 | 1.3721 | 1.4479 | 1.8825 | 1.0868 |
Largest Winning Trade | 1932651 | 1932651 | 47830 | 2933859 | 2933859 | 472110 |
Largest Losing Trade | -51754 | -51754 | -38013 | -469031 | -469031 | -444889 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 6397 | 2963 | 3434 | 6397 | 2963 | 3434 |
Profit Streak | 5.651 | 0 | 8.651 | 5.651 | 0 | 8.651 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 651997 | 655320 | -562086 | -260114 | -24602 | -580714 |
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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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