Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996033.9308 | 890510.5447 | 105523.386 | 4761688.5829 | 1913108.1985 | 2848580.3844 |
Total P&L (%) | 996.0339 | 890.5105 | 105.5234 | 4761.6886 | 1913.1082 | 2848.5804 |
Avg Daily Profit (%) | 0.532 | 0.4756 | 0.0564 | 0.2077 | 0.1605 | 0.1809 |
Buy And Hold Return (%) | 424.7036 | 424.7036 | 424.7036 | 424.7036 | 424.7036 | 424.7036 |
Max Trade Drawdown | -90059 | -121408 | -91120 | -4437025 | -4727373 | -3054655 |
Profit Factor | 1.6581 | 2.059 | 1.1569 | 1.1077 | 1.0771 | 1.147 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 219 | 94 | 125 | 219 | 94 | 125 |
Losing Trades | 373 | 202 | 171 | 373 | 202 | 171 |
Profitability (%) | 36.9932 | 31.7568 | 42.2297 | 36.9932 | 31.7568 | 42.2297 |
Ratio Avg Win / Avg Loss | 2.824 | 4.4246 | 1.5826 | 1.8867 | 2.3146 | 1.5691 |
Largest Winning Trade | 218133 | 218133 | 32965 | 4272738 | 4272738 | 1345447 |
Largest Losing Trade | -32819 | -32819 | -31290 | -1183396 | -915658 | -1183396 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 11167 | 5900 | 5267 | 11167 | 5900 | 5267 |
Profit Streak | 8.008 | 0 | 24.6747 | 8.008 | 0 | 24.6747 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302959 | 80623 | -330567 | -93812 | -134525 | -50314 |
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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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