Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853095.8433 | 781915.4446 | 71180.3988 | 3191814.3711 | 2403954.7776 | 787859.5935 |
Total P&L (%) | 853.0958 | 781.9154 | 71.1804 | 3191.8144 | 2403.9548 | 787.8596 |
Avg Daily Profit (%) | 0.4687 | 0.4296 | 0.0391 | 0.1921 | 0.1771 | 0.12 |
Buy And Hold Return (%) | 662.6107 | 662.6107 | 662.6107 | 662.6107 | 662.6107 | 662.6107 |
Max Trade Drawdown | -170640 | -112187 | -140331 | -1360210 | -905272 | -1072903 |
Profit Factor | 1.5461 | 1.9196 | 1.1 | 1.2707 | 1.3793 | 1.1445 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 210 | 89 | 121 | 210 | 89 | 121 |
Losing Trades | 264 | 148 | 116 | 264 | 148 | 116 |
Profitability (%) | 44.3038 | 37.5527 | 51.0549 | 44.3038 | 37.5527 | 51.0549 |
Ratio Avg Win / Avg Loss | 1.9436 | 3.1921 | 1.0545 | 1.5975 | 2.2936 | 1.0972 |
Largest Winning Trade | 217357 | 217357 | 27306 | 682484 | 682484 | 405996 |
Largest Losing Trade | -43952 | -43952 | -21937 | -472285 | -472285 | -326054 |
Avg Bars in Trades | 15 | 22 | 7 | 15 | 22 | 7 |
Avg Bars in Winners | 17 | 29 | 8 | 17 | 29 | 8 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 7229 | 5397 | 1832 | 7229 | 5397 | 1832 |
Profit Streak | 15.0593 | 18.0593 | 15.0593 | 15.0593 | 18.0593 | 15.0593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61695 | -99430 | -415312 | 327694 | 131565 | -199195 |
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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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