Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998157.235 | 888006.1392 | 110151.0958 | 1992198.267 | 818972.5817 | 1173225.6853 |
Total P&L (%) | 998.1572 | 888.0061 | 110.1511 | 1992.1983 | 818.9726 | 1173.2257 |
Avg Daily Profit (%) | 0.4791 | 0.4262 | 0.0529 | 0.1461 | 0.1065 | 0.1222 |
Buy And Hold Return (%) | 64.0212 | 64.0212 | 64.0212 | 64.0212 | 64.0212 | 64.0212 |
Max Trade Drawdown | -135706 | -89827 | -214100 | -2923875 | -2829492 | -1367076 |
Profit Factor | 1.5675 | 2.0096 | 1.1253 | 1.0912 | 1.0698 | 1.1161 |
Total Trades | 507 | 253 | 254 | 507 | 253 | 254 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 352 | 181 | 171 | 352 | 181 | 171 |
Profitability (%) | 30.572 | 28.4585 | 32.6772 | 30.572 | 28.4585 | 32.6772 |
Ratio Avg Win / Avg Loss | 3.5597 | 5.0519 | 2.3183 | 2.4782 | 2.6895 | 2.2994 |
Largest Winning Trade | 495430 | 495430 | 57680 | 2353671 | 2353671 | 760585 |
Largest Losing Trade | -23344 | -21060 | -23344 | -815550 | -815550 | -512586 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 102 | 112 | 94 | 102 | 112 | 94 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 24683 | 13114 | 11569 | 24683 | 13114 | 11569 |
Profit Streak | 9.9826 | 0 | 11.3993 | 9.9826 | 0 | 11.3993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324378 | -13 | -218023 | -120924 | -206746 | -126529 |
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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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