Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796712.4786 | 641127.2468 | 155585.2318 | 4848174.2195 | 853254.3629 | 3994919.8565 |
Total P&L (%) | 796.7125 | 641.1272 | 155.5852 | 4848.1742 | 853.2544 | 3994.9199 |
Avg Daily Profit (%) | 0.4313 | 0.3471 | 0.0842 | 0.2115 | 0.1221 | 0.2012 |
Buy And Hold Return (%) | 11.8117 | 11.8117 | 11.8117 | 11.8117 | 11.8117 | 11.8117 |
Max Trade Drawdown | -82933 | -70542 | -75009 | -10197591 | -8700437 | -8262314 |
Profit Factor | 1.6095 | 1.9939 | 1.235 | 1.0564 | 1.0197 | 1.0939 |
Total Trades | 571 | 286 | 285 | 571 | 286 | 285 |
Winning Trades | 268 | 133 | 135 | 268 | 133 | 135 |
Losing Trades | 303 | 153 | 150 | 303 | 153 | 150 |
Profitability (%) | 46.9352 | 46.5035 | 47.3684 | 46.9352 | 46.5035 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8197 | 2.2937 | 1.3722 | 1.1944 | 1.173 | 1.2154 |
Largest Winning Trade | 278910 | 278910 | 44097 | 5525814 | 5525814 | 2967609 |
Largest Losing Trade | -22041 | -16977 | -22041 | -2328030 | -2088718 | -2328030 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 21549 | 9382 | 12167 | 21549 | 9382 | 12167 |
Profit Streak | 0 | 0 | 7.5227 | 0 | 0 | 7.5227 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534715 | 455905 | -80218 | -148562 | -228860 | -108601 |
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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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