Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412079.1576 | 1432668.2479 | -20589.0903 | 320391.0065 | 1333922.6232 | -1013531.6167 |
Total P&L (%) | 1412.0792 | 1432.6682 | -20.5891 | 320.391 | 1333.9226 | -1013.5316 |
Avg Daily Profit (%) | 0.7776 | 0.7889 | -0.0113 | 0.0791 | 0.1467 | 0 |
Buy And Hold Return (%) | 588.4032 | 588.4032 | 588.4032 | 588.4032 | 588.4032 | 588.4032 |
Max Trade Drawdown | -239505 | -211761 | -74583 | -2235345 | -1741438 | -1302119 |
Profit Factor | 2.0324 | 2.6353 | 0.9581 | 1.0342 | 1.23 | 0.7162 |
Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
Winning Trades | 206 | 92 | 114 | 206 | 92 | 114 |
Losing Trades | 269 | 145 | 124 | 269 | 145 | 124 |
Profitability (%) | 43.3684 | 38.8186 | 47.8992 | 43.3684 | 38.8186 | 47.8992 |
Ratio Avg Win / Avg Loss | 2.6539 | 4.1534 | 1.0422 | 1.3505 | 1.9385 | 0.779 |
Largest Winning Trade | 911816 | 911816 | 22167 | 1460622 | 1460622 | 286863 |
Largest Losing Trade | -36304 | -36304 | -23992 | -455430 | -455430 | -379004 |
Avg Bars in Trades | 14 | 25 | 4 | 14 | 25 | 4 |
Avg Bars in Winners | 23 | 46 | 4 | 23 | 46 | 4 |
Avg Bars in Losers | 8 | 11 | 3 | 8 | 11 | 3 |
Bars Traded | 7042 | 6034 | 1008 | 7042 | 6034 | 1008 |
Profit Streak | 65.4628 | 72.7128 | 65.4628 | 65.4628 | 72.7128 | 65.4628 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495599 | 435480 | -578401 | -434876 | -3078 | -580068 |
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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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