Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735514.7625 | 685364.4113 | 50150.3512 | 995628.2739 | -79328.317 | 1074956.5908 |
Total P&L (%) | 735.5148 | 685.3644 | 50.1504 | 995.6283 | -79.3283 | 1074.9566 |
Avg Daily Profit (%) | 0.392 | 0.3653 | 0.0267 | 0.1277 | -0.084 | 0.1314 |
Buy And Hold Return (%) | 228.046 | 228.046 | 228.046 | 228.046 | 228.046 | 228.046 |
Max Trade Drawdown | -125908 | -78392 | -112895 | -3473773 | -2851618 | -1636939 |
Profit Factor | 1.7423 | 2.399 | 1.1001 | 1.0519 | 0.9924 | 1.1222 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 39.8119 | 36.875 | 42.7673 | 39.8119 | 36.875 | 42.7673 |
Ratio Avg Win / Avg Loss | 2.6341 | 4.1068 | 1.4722 | 1.5902 | 1.6988 | 1.5017 |
Largest Winning Trade | 351292 | 351292 | 52284 | 2527170 | 2527170 | 988556 |
Largest Losing Trade | -26449 | -17095 | -26449 | -684398 | -684398 | -533691 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5561 | 2921 | 2640 | 5561 | 2921 | 2640 |
Profit Streak | 25.597 | 27.597 | 0 | 25.597 | 27.597 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309500 | 248809 | -435603 | -187911 | -582003 | -106078 |
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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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