Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568425.5322 | 542997.411 | 25428.1212 | 317595.9513 | 1772045.0044 | -1454449.0531 |
Total P&L (%) | 568.4255 | 542.9974 | 25.4281 | 317.596 | 1772.045 | -1454.4491 |
Avg Daily Profit (%) | 0.273 | 0.2607 | 0.0122 | 0.0687 | 0.1408 | 0 |
Buy And Hold Return (%) | 126.0325 | 126.0325 | 126.0325 | 126.0325 | 126.0325 | 126.0325 |
Max Trade Drawdown | -209844 | -117020 | -140510 | -5576589 | -1863817 | -4342332 |
Profit Factor | 1.3327 | 1.6521 | 1.029 | 1.0101 | 1.1219 | 0.9132 |
Total Trades | 792 | 396 | 396 | 792 | 396 | 396 |
Winning Trades | 333 | 150 | 183 | 333 | 150 | 183 |
Losing Trades | 459 | 246 | 213 | 459 | 246 | 213 |
Profitability (%) | 42.0455 | 37.8788 | 46.2121 | 42.0455 | 37.8788 | 46.2121 |
Ratio Avg Win / Avg Loss | 1.837 | 2.7094 | 1.1977 | 1.3924 | 1.8399 | 1.0629 |
Largest Winning Trade | 224017 | 224017 | 45431 | 2395711 | 2395711 | 933460 |
Largest Losing Trade | -27014 | -20350 | -27014 | -1449945 | -568343 | -1449945 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 24816 | 12147 | 12669 | 24816 | 12147 | 12669 |
Profit Streak | 0 | 0 | 6.7202 | 0 | 0 | 6.7202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335908 | 235379 | -530162 | -313119 | -93254 | -578382 |
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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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