Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791076.3276 | 779184.2017 | 11892.1258 | 645222.559 | 2873975.2543 | -2228752.6953 |
Total P&L (%) | 791.0763 | 779.1842 | 11.8921 | 645.2226 | 2873.9753 | -2228.7527 |
Avg Daily Profit (%) | 0.4352 | 0.4286 | 0.0065 | 0.1106 | 0.1868 | 0 |
Buy And Hold Return (%) | 608.4747 | 608.4747 | 608.4747 | 608.4747 | 608.4747 | 608.4747 |
Max Trade Drawdown | -133637 | -105875 | -113040 | -3931575 | -1523525 | -2914540 |
Profit Factor | 1.6068 | 2.2736 | 1.0172 | 1.0408 | 1.397 | 0.7401 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Losing Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Profitability (%) | 47.3684 | 46.8421 | 47.8947 | 47.3684 | 46.8421 | 47.8947 |
Ratio Avg Win / Avg Loss | 1.7854 | 2.5801 | 1.1066 | 1.1564 | 1.5854 | 0.8051 |
Largest Winning Trade | 271921 | 271921 | 52343 | 3166284 | 3166284 | 432474 |
Largest Losing Trade | -66793 | -32393 | -66793 | -2216813 | -1017517 | -2216813 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 10764 | 4939 | 5825 | 10764 | 4939 | 5825 |
Profit Streak | 0 | 14.4442 | 0 | 0 | 14.4442 | 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 | -58084 | -63611 | -551859 | -366382 | 313080 | -581157 |
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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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