Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756055.8651 | 682437.1424 | 73618.7227 | 1098033.3647 | 1547379.3407 | -449345.976 |
Total P&L (%) | 756.0559 | 682.4371 | 73.6187 | 1098.0334 | 1547.3793 | -449.346 |
Avg Daily Profit (%) | 0.3009 | 0.2716 | 0.0293 | 0.0989 | 0.1116 | 0 |
Buy And Hold Return (%) | 117.6169 | 117.6169 | 117.6169 | 117.6169 | 117.6169 | 117.6169 |
Max Trade Drawdown | -147582 | -137372 | -100574 | -874021 | -570232 | -721664 |
Profit Factor | 1.5781 | 1.9849 | 1.1197 | 1.2079 | 1.5756 | 0.8267 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 151 | 62 | 89 | 151 | 62 | 89 |
Losing Trades | 301 | 164 | 137 | 301 | 164 | 137 |
Profitability (%) | 33.4071 | 27.4336 | 39.3805 | 33.4071 | 27.4336 | 39.3805 |
Ratio Avg Win / Avg Loss | 3.1458 | 5.2505 | 1.7236 | 2.4078 | 4.1676 | 1.2725 |
Largest Winning Trade | 424299 | 424299 | 30903 | 1051434 | 1051434 | 235386 |
Largest Losing Trade | -32633 | -19829 | -32633 | -269481 | -167873 | -269481 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 7500 | 3741 | 3758 | 7500 | 3741 | 3758 |
Profit Streak | 19.5042 | 19.5042 | 23.1709 | 19.5042 | 19.5042 | 23.1709 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311974 | -6003 | -409905 | -62666 | -58379 | -581789 |
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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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