Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942558.6941 | 834165.9251 | 108392.769 | 7662000.1993 | 8076704.237 | -414704.0377 |
Total P&L (%) | 942.5587 | 834.1659 | 108.3928 | 7662.0002 | 8076.7042 | -414.704 |
Avg Daily Profit (%) | 0.377 | 0.3336 | 0.0434 | 0.1742 | 0.1763 | 0 |
Buy And Hold Return (%) | 810.3856 | 810.3856 | 810.3856 | 810.3856 | 810.3856 | 810.3856 |
Max Trade Drawdown | -103214 | -72333 | -57064 | -2418804 | -2061052 | -2092869 |
Profit Factor | 1.8996 | 2.4428 | 1.2308 | 1.4298 | 1.8768 | 0.9519 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 186 | 86 | 100 | 186 | 86 | 100 |
Losing Trades | 198 | 106 | 92 | 198 | 106 | 92 |
Profitability (%) | 48.4375 | 44.7917 | 52.0833 | 48.4375 | 44.7917 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.0221 | 3.0109 | 1.1323 | 1.522 | 2.3133 | 0.8757 |
Largest Winning Trade | 378241 | 378241 | 31568 | 5709994 | 5709994 | 1079759 |
Largest Losing Trade | -38194 | -38194 | -25564 | -1020501 | -789594 | -1020501 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 7378 | 3639 | 3739 | 7378 | 3639 | 3739 |
Profit Streak | 0 | 14.8622 | 0 | 0 | 14.8622 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100201 | -143524 | -300124 | 413385 | 384744 | -579780 |
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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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