Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657240.4328 | 599672.0164 | 57568.4164 | 3526134.7638 | 6669729.3385 | -3143594.5747 |
Total P&L (%) | 657.2404 | 599.672 | 57.5684 | 3526.1348 | 6669.7293 | -3143.5946 |
Avg Daily Profit (%) | 0.3602 | 0.3287 | 0.0316 | 0.197 | 0.2313 | 0 |
Buy And Hold Return (%) | 745.9725 | 745.9725 | 745.9725 | 745.9725 | 745.9725 | 745.9725 |
Max Trade Drawdown | -101722 | -69252 | -84271 | -7952309 | -5245750 | -4761705 |
Profit Factor | 1.4734 | 1.8683 | 1.0825 | 1.0844 | 1.3375 | 0.8573 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Losing Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Profitability (%) | 56.0086 | 55.794 | 56.2232 | 56.0086 | 55.794 | 56.2232 |
Ratio Avg Win / Avg Loss | 1.1573 | 1.4802 | 0.8429 | 0.8517 | 1.0597 | 0.6675 |
Largest Winning Trade | 78557 | 78557 | 69824 | 2008332 | 2008332 | 936789 |
Largest Losing Trade | -31044 | -31044 | -30213 | -1254921 | -1254921 | -1110254 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Losers | 48 | 43 | 53 | 48 | 43 | 53 |
Bars Traded | 21640 | 9440 | 12200 | 21640 | 9440 | 12200 |
Profit Streak | 9.5679 | 25.7346 | 9.5679 | 9.5679 | 25.7346 | 9.5679 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150904 | -151248 | -445801 | -118634 | 416710 | -578642 |
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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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