Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884016.8105 | 822667.3946 | 61349.4159 | 2062450.8257 | 496646.3692 | 1565804.4565 |
Total P&L (%) | 884.0168 | 822.6674 | 61.3494 | 2062.4508 | 496.6464 | 1565.8045 |
Avg Daily Profit (%) | 0.4706 | 0.4379 | 0.0327 | 0.1638 | 0.0951 | 0.1499 |
Buy And Hold Return (%) | 299.0072 | 299.0072 | 299.0072 | 299.0072 | 299.0072 | 299.0072 |
Max Trade Drawdown | -106816 | -85437 | -169676 | -3695736 | -3003877 | -2061964 |
Profit Factor | 1.7582 | 2.5153 | 1.0985 | 1.1689 | 1.076 | 1.2759 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 133 | 55 | 78 | 133 | 55 | 78 |
Losing Trades | 214 | 118 | 96 | 214 | 118 | 96 |
Profitability (%) | 38.3285 | 31.7919 | 44.8276 | 38.3285 | 31.7919 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.829 | 5.3966 | 1.352 | 1.8807 | 2.3084 | 1.5703 |
Largest Winning Trade | 327632 | 327632 | 51903 | 2953257 | 2953257 | 1270395 |
Largest Losing Trade | -29658 | -24395 | -29658 | -840427 | -576660 | -840427 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3712 | 1629 | 2083 | 3712 | 1629 | 2083 |
Profit Streak | 29.0042 | 29.5042 | 29.0042 | 29.0042 | 29.5042 | 29.0042 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327381 | 202378 | -428087 | -27446 | -216880 | 232197 |
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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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