Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505796.0978 | 1430648.6295 | 75147.4683 | 4268732.4716 | 3959912.0911 | 308820.3805 |
Total P&L (%) | 1505.7961 | 1430.6486 | 75.1475 | 4268.7325 | 3959.9121 | 308.8204 |
Avg Daily Profit (%) | 0.8277 | 0.7864 | 0.0413 | 0.2078 | 0.2038 | 0.0774 |
Buy And Hold Return (%) | 642.2739 | 642.2739 | 642.2739 | 642.2739 | 642.2739 | 642.2739 |
Max Trade Drawdown | -182695 | -94408 | -99965 | -3929884 | -4528504 | -1901113 |
Profit Factor | 2.2992 | 3.6006 | 1.1234 | 1.1556 | 1.2718 | 1.024 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 238 | 117 | 121 | 238 | 117 | 121 |
Profitability (%) | 36.0215 | 37.0968 | 34.9462 | 36.0215 | 37.0968 | 34.9462 |
Ratio Avg Win / Avg Loss | 4.0836 | 6.1054 | 2.0913 | 2.0525 | 2.1566 | 1.9062 |
Largest Winning Trade | 999429 | 999429 | 67134 | 3625547 | 3625547 | 1691772 |
Largest Losing Trade | -34044 | -21326 | -34044 | -1486192 | -1486192 | -649694 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 7175 | 3231 | 3944 | 7175 | 3231 | 3944 |
Profit Streak | 12.3672 | 13.8672 | 12.3672 | 12.3672 | 13.8672 | 12.3672 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390448 | 386005 | -391712 | -42512 | 173269 | -452898 |
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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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