Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895667.4644 | 783509.8302 | 112157.6343 | 3274004.8064 | 3985690.7898 | -711685.9834 |
Total P&L (%) | 895.6675 | 783.5098 | 112.1576 | 3274.0048 | 3985.6908 | -711.686 |
Avg Daily Profit (%) | 0.3583 | 0.3134 | 0.0449 | 0.1408 | 0.1485 | 0 |
Buy And Hold Return (%) | 232.2954 | 232.2954 | 232.2954 | 232.2954 | 232.2954 | 232.2954 |
Max Trade Drawdown | -119195 | -95666 | -96468 | -3321443 | -2373152 | -2209933 |
Profit Factor | 1.7154 | 2.1918 | 1.1886 | 1.1658 | 1.407 | 0.9285 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 157 | 70 | 87 | 157 | 70 | 87 |
Losing Trades | 195 | 106 | 89 | 195 | 106 | 89 |
Profitability (%) | 44.6023 | 39.7727 | 49.4318 | 44.6023 | 39.7727 | 49.4318 |
Ratio Avg Win / Avg Loss | 2.1305 | 3.319 | 1.2159 | 1.4479 | 2.1306 | 0.9499 |
Largest Winning Trade | 414084 | 414084 | 40299 | 3229840 | 3229840 | 769754 |
Largest Losing Trade | -29258 | -28665 | -29258 | -1285174 | -1285174 | -652250 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 4910 | 2617 | 2293 | 4910 | 2617 | 2293 |
Profit Streak | 30.9375 | 30.9375 | 85.9375 | 30.9375 | 30.9375 | 85.9375 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407171 | 273769 | -310039 | -41767 | 168610 | -578991 |
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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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