Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973675.2114 | 870939.7742 | 102735.4372 | 5185139.0362 | 4560840.8258 | 624298.2104 |
Total P&L (%) | 973.6752 | 870.9398 | 102.7354 | 5185.139 | 4560.8408 | 624.2982 |
Avg Daily Profit (%) | 0.5361 | 0.4795 | 0.0566 | 0.2187 | 0.2117 | 0.1091 |
Buy And Hold Return (%) | 554.6083 | 554.6083 | 554.6083 | 554.6083 | 554.6083 | 554.6083 |
Max Trade Drawdown | -153817 | -150373 | -70684 | -4048984 | -4271522 | -2649776 |
Profit Factor | 1.5695 | 1.9215 | 1.1344 | 1.1077 | 1.1733 | 1.0286 |
Total Trades | 668 | 334 | 334 | 668 | 334 | 334 |
Winning Trades | 323 | 144 | 179 | 323 | 144 | 179 |
Losing Trades | 345 | 190 | 155 | 345 | 190 | 155 |
Profitability (%) | 48.3533 | 43.1138 | 53.5928 | 48.3533 | 43.1138 | 53.5928 |
Ratio Avg Win / Avg Loss | 1.6764 | 2.5353 | 0.9823 | 1.1831 | 1.5481 | 0.8907 |
Largest Winning Trade | 287954 | 287954 | 42837 | 1858929 | 1858929 | 1770135 |
Largest Losing Trade | -24789 | -20706 | -24789 | -1332597 | -1332597 | -1257634 |
Avg Bars in Trades | 16 | 18 | 13 | 16 | 18 | 13 |
Avg Bars in Winners | 21 | 28 | 16 | 21 | 28 | 16 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 10816 | 6323 | 4493 | 10816 | 6323 | 4493 |
Profit Streak | 10.1268 | 10.9601 | 10.1268 | 10.1268 | 10.9601 | 10.1268 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340663 | 135184 | -354959 | -89634 | -21243 | -361777 |
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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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