Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902858.1216 | 758517.8468 | 144340.2748 | 6126134.3264 | 4981928.3976 | 1144205.9288 |
Total P&L (%) | 902.8581 | 758.5178 | 144.3403 | 6126.1343 | 4981.9284 | 1144.2059 |
Avg Daily Profit (%) | 0.3606 | 0.3029 | 0.0576 | 0.1651 | 0.157 | 0.1007 |
Buy And Hold Return (%) | 215.2471 | 215.2471 | 215.2471 | 215.2471 | 215.2471 | 215.2471 |
Max Trade Drawdown | -109516 | -98734 | -74700 | -2850840 | -2481199 | -1868854 |
Profit Factor | 1.8838 | 2.4495 | 1.2897 | 1.3199 | 1.5094 | 1.1221 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 193 | 100 | 93 | 193 | 100 | 93 |
Profitability (%) | 38.9241 | 36.7089 | 41.1392 | 38.9241 | 36.7089 | 41.1392 |
Ratio Avg Win / Avg Loss | 2.9559 | 4.2232 | 1.8452 | 2.071 | 2.6025 | 1.6054 |
Largest Winning Trade | 405270 | 405270 | 37004 | 4356587 | 4356587 | 751823 |
Largest Losing Trade | -32017 | -19158 | -32017 | -1029503 | -601531 | -1029503 |
Avg Bars in Trades | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Winners | 77 | 66 | 87 | 77 | 66 | 87 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 14856 | 6439 | 8417 | 14856 | 6439 | 8417 |
Profit Streak | 12.9717 | 0 | 15.805 | 12.9717 | 0 | 15.805 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320084 | 217561 | -283182 | 252375 | 188953 | -146921 |
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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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