Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219216.4324 | 1143935.9548 | 75280.4776 | 3186075.2184 | 2267723.9455 | 918351.273 |
Total P&L (%) | 1219.2164 | 1143.936 | 75.2805 | 3186.0752 | 2267.7239 | 918.3513 |
Avg Daily Profit (%) | 0.6719 | 0.6304 | 0.0415 | 0.1926 | 0.1745 | 0.128 |
Buy And Hold Return (%) | 509.5615 | 509.5615 | 509.5615 | 509.5615 | 509.5615 | 509.5615 |
Max Trade Drawdown | -205135 | -192858 | -36299 | -2878615 | -2658714 | -489879 |
Profit Factor | 2.1219 | 2.3248 | 1.3372 | 1.278 | 1.247 | 1.4028 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 141 | 61 | 80 | 141 | 61 | 80 |
Losing Trades | 190 | 104 | 86 | 190 | 104 | 86 |
Profitability (%) | 42.5982 | 36.9697 | 48.1928 | 42.5982 | 36.9697 | 48.1928 |
Ratio Avg Win / Avg Loss | 2.8593 | 3.9636 | 1.4375 | 1.7221 | 2.126 | 1.508 |
Largest Winning Trade | 348394 | 348394 | 25331 | 1375476 | 1375476 | 330934 |
Largest Losing Trade | -53358 | -53358 | -8701 | -834785 | -834785 | -222744 |
Avg Bars in Trades | 32 | 60 | 4 | 32 | 60 | 4 |
Avg Bars in Winners | 36 | 77 | 4 | 36 | 77 | 4 |
Avg Bars in Losers | 29 | 51 | 3 | 29 | 51 | 3 |
Bars Traded | 10707 | 10034 | 673 | 10707 | 10034 | 673 |
Profit Streak | 22.6013 | 22.6013 | 67.1013 | 22.6013 | 22.6013 | 67.1013 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437527 | 240352 | -301689 | 318783 | 95695 | -26874 |
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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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