Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945701.6421 | 845247.886 | 100453.756 | 5932213.6749 | 7016431.4378 | -1084217.7629 |
Total P&L (%) | 945.7016 | 845.2479 | 100.4538 | 5932.2137 | 7016.4314 | -1084.2178 |
Avg Daily Profit (%) | 0.5207 | 0.4654 | 0.0553 | 0.226 | 0.2351 | 0 |
Buy And Hold Return (%) | 560.6977 | 560.6977 | 560.6977 | 560.6977 | 560.6977 | 560.6977 |
Max Trade Drawdown | -105398 | -80077 | -79196 | -12144384 | -8511418 | -7094519 |
Profit Factor | 1.8198 | 2.5723 | 1.1631 | 1.0955 | 1.2487 | 0.968 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Losing Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Profitability (%) | 48.4716 | 48.4716 | 48.4716 | 48.4716 | 48.4716 | 48.4716 |
Ratio Avg Win / Avg Loss | 1.9345 | 2.7345 | 1.2364 | 1.1646 | 1.3275 | 1.0291 |
Largest Winning Trade | 261007 | 261007 | 67349 | 6793370 | 6793370 | 4179709 |
Largest Losing Trade | -28120 | -26792 | -28120 | -3488453 | -2940824 | -3488453 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 10751 | 5037 | 5714 | 10751 | 5037 | 5714 |
Profit Streak | 3.2932 | 21.9599 | 3.2932 | 3.2932 | 21.9599 | 3.2932 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248883 | 251903 | -326543 | -105542 | 362425 | -579656 |
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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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