Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670491.6263 | 1638434.6479 | 32056.9783 | 1331352.4558 | 2142429.8034 | -811077.3475 |
Total P&L (%) | 1670.4916 | 1638.4346 | 32.057 | 1331.3525 | 2142.4298 | -811.0773 |
Avg Daily Profit (%) | 0.9145 | 0.897 | 0.0175 | 0.1458 | 0.1704 | 0 |
Buy And Hold Return (%) | 604.4248 | 604.4248 | 604.4248 | 604.4248 | 604.4248 | 604.4248 |
Max Trade Drawdown | -215875 | -200892 | -87137 | -2100349 | -1567738 | -1361043 |
Profit Factor | 2.1862 | 2.5894 | 1.0849 | 1.151 | 1.3538 | 0.7065 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 188 | 86 | 102 | 188 | 86 | 102 |
Losing Trades | 255 | 135 | 120 | 255 | 135 | 120 |
Profitability (%) | 42.4379 | 38.914 | 45.9459 | 42.4379 | 38.914 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.9653 | 4.0648 | 1.2764 | 1.5612 | 2.1252 | 0.8312 |
Largest Winning Trade | 1157494 | 1157494 | 31125 | 1516718 | 1516718 | 102442 |
Largest Losing Trade | -40257 | -40257 | -16624 | -474002 | -474002 | -219963 |
Avg Bars in Trades | 24 | 45 | 3 | 24 | 45 | 3 |
Avg Bars in Winners | 32 | 66 | 3 | 32 | 66 | 3 |
Avg Bars in Losers | 18 | 32 | 3 | 18 | 32 | 3 |
Bars Traded | 10873 | 10041 | 832 | 10873 | 10041 | 832 |
Profit Streak | 0 | 52.7424 | 0 | 0 | 52.7424 | 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 | 495217 | 435446 | -462987 | -57233 | 142478 | -581470 |
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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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