Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756005.8894 | 707501.0888 | 48504.8006 | 1998970.5862 | 7348727.9195 | -5349757.3333 |
Total P&L (%) | 756.0059 | 707.5011 | 48.5048 | 1998.9706 | 7348.7279 | -5349.7573 |
Avg Daily Profit (%) | 0.4143 | 0.3877 | 0.0266 | 0.1669 | 0.2365 | 0 |
Buy And Hold Return (%) | 770.1367 | 770.1367 | 770.1367 | 770.1367 | 770.1367 | 770.1367 |
Max Trade Drawdown | -143002 | -84967 | -119589 | -7828215 | -2976929 | -7103492 |
Profit Factor | 1.5016 | 2.006 | 1.0603 | 1.0445 | 1.3608 | 0.7822 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Losing Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Profitability (%) | 55.1422 | 54.8246 | 55.4585 | 55.1422 | 54.8246 | 55.4585 |
Ratio Avg Win / Avg Loss | 1.2215 | 1.653 | 0.8516 | 0.8497 | 1.1213 | 0.6282 |
Largest Winning Trade | 217362 | 217362 | 49337 | 5031265 | 5031265 | 867875 |
Largest Losing Trade | -43065 | -37776 | -43065 | -3271688 | -1034296 | -3271688 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 10749 | 5774 | 4975 | 10749 | 5774 | 4975 |
Profit Streak | 12.0331 | 13.1998 | 12.0331 | 12.0331 | 13.1998 | 12.0331 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150174 | -150177 | -476732 | -164547 | 394270 | -578526 |
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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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