Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756620.2234 | 601649.6739 | 154970.5495 | 3830489.8273 | 4449670.2111 | -619180.3838 |
Total P&L (%) | 756.6202 | 601.6497 | 154.9706 | 3830.4898 | 4449.6702 | -619.1804 |
Avg Daily Profit (%) | 0.3632 | 0.2888 | 0.0744 | 0.1764 | 0.1834 | 0 |
Buy And Hold Return (%) | 70.3673 | 70.3673 | 70.3673 | 70.3673 | 70.3673 | 70.3673 |
Max Trade Drawdown | -149104 | -65961 | -122565 | -9194726 | -3929451 | -6725624 |
Profit Factor | 1.55 | 1.8885 | 1.2219 | 1.0644 | 1.1582 | 0.9802 |
Total Trades | 469 | 235 | 234 | 469 | 235 | 234 |
Winning Trades | 197 | 94 | 103 | 197 | 94 | 103 |
Losing Trades | 272 | 141 | 131 | 272 | 141 | 131 |
Profitability (%) | 42.0043 | 40 | 44.0171 | 42.0043 | 40 | 44.0171 |
Ratio Avg Win / Avg Loss | 2.1401 | 2.8327 | 1.554 | 1.4697 | 1.7373 | 1.2467 |
Largest Winning Trade | 279100 | 279100 | 38200 | 2623197 | 2623197 | 2001044 |
Largest Losing Trade | -28326 | -25194 | -28326 | -2606323 | -1620476 | -2606323 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 77 | 82 | 72 | 77 | 82 | 72 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 24819 | 13151 | 11668 | 24819 | 13151 | 11668 |
Profit Streak | 14.3642 | 14.3642 | 28.3642 | 14.3642 | 14.3642 | 28.3642 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452573 | 351345 | -99096 | -141388 | -40085 | -579760 |
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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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