Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948177.1849 | 755648.429 | 192528.7559 | 23875671.9417 | 21497345.8981 | 2378326.0436 |
Total P&L (%) | 948.1772 | 755.6484 | 192.5288 | 23875.6719 | 21497.3459 | 2378.326 |
Avg Daily Profit (%) | 0.3784 | 0.3015 | 0.0768 | 0.2189 | 0.2147 | 0.1282 |
Buy And Hold Return (%) | 334.4641 | 334.4641 | 334.4641 | 334.4641 | 334.4641 | 334.4641 |
Max Trade Drawdown | -129322 | -68523 | -96042 | -48137942 | -18114165 | -34517761 |
Profit Factor | 1.6187 | 2.028 | 1.2415 | 1.1613 | 1.3351 | 1.0284 |
Total Trades | 644 | 322 | 322 | 644 | 322 | 322 |
Winning Trades | 233 | 112 | 121 | 233 | 112 | 121 |
Losing Trades | 411 | 210 | 201 | 411 | 210 | 201 |
Profitability (%) | 36.1801 | 34.7826 | 37.5776 | 36.1801 | 34.7826 | 37.5776 |
Ratio Avg Win / Avg Loss | 2.8554 | 3.8026 | 2.0622 | 2.0485 | 2.5033 | 1.7083 |
Largest Winning Trade | 248054 | 248054 | 46988 | 10219574 | 10219574 | 7147749 |
Largest Losing Trade | -29113 | -15463 | -29113 | -14040594 | -3736896 | -14040594 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 7435 | 3792 | 3643 | 7435 | 3792 | 3643 |
Profit Streak | 35.69 | 36.3566 | 35.69 | 35.69 | 36.3566 | 35.69 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326734 | 146810 | -258192 | -34053 | 217849 | -212576 |
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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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