Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013159.257 | 901711.7545 | 111447.5024 | 5068438.1012 | 2855093.1937 | 2213344.9075 |
Total P&L (%) | 1013.1593 | 901.7118 | 111.4475 | 5068.4381 | 2855.0932 | 2213.3449 |
Avg Daily Profit (%) | 0.557 | 0.4957 | 0.0613 | 0.2171 | 0.1863 | 0.1728 |
Buy And Hold Return (%) | 458.3441 | 458.3441 | 458.3441 | 458.3441 | 458.3441 | 458.3441 |
Max Trade Drawdown | -196991 | -194157 | -48351 | -7344613 | -7289435 | -1526495 |
Profit Factor | 1.6903 | 1.9085 | 1.2345 | 1.1001 | 1.0795 | 1.1507 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 239 | 105 | 134 | 239 | 105 | 134 |
Losing Trades | 280 | 154 | 126 | 280 | 154 | 126 |
Profitability (%) | 46.0501 | 40.5405 | 51.5385 | 46.0501 | 40.5405 | 51.5385 |
Ratio Avg Win / Avg Loss | 1.9803 | 2.7992 | 1.1608 | 1.2889 | 1.5832 | 1.082 |
Largest Winning Trade | 289811 | 289811 | 32551 | 3024680 | 3024680 | 1002504 |
Largest Losing Trade | -32146 | -32146 | -27589 | -1971098 | -1971098 | -1024640 |
Avg Bars in Trades | 20 | 35 | 6 | 20 | 35 | 6 |
Avg Bars in Winners | 25 | 48 | 6 | 25 | 48 | 6 |
Avg Bars in Losers | 17 | 26 | 6 | 17 | 26 | 6 |
Bars Traded | 10846 | 9117 | 1729 | 10846 | 9117 | 1729 |
Profit Streak | 0 | 24.7387 | 0 | 0 | 24.7387 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369340 | 188252 | -275926 | -100735 | -126442 | -47158 |
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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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