Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900109.7074 | 859009.7231 | 41099.9843 | 1328563.4927 | 3429066.2174 | -2100502.7247 |
Total P&L (%) | 900.1097 | 859.0097 | 41.1 | 1328.5635 | 3429.0662 | -2100.5027 |
Avg Daily Profit (%) | 0.4968 | 0.4741 | 0.0227 | 0.1469 | 0.1969 | 0 |
Buy And Hold Return (%) | 449.3274 | 449.3274 | 449.3274 | 449.3274 | 449.3274 | 449.3274 |
Max Trade Drawdown | -96770 | -91909 | -83664 | -4752889 | -2523423 | -3806872 |
Profit Factor | 1.6869 | 2.2479 | 1.0661 | 1.0452 | 1.2293 | 0.8547 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 46.6867 | 46.3855 | 46.988 | 46.6867 | 46.3855 | 46.988 |
Ratio Avg Win / Avg Loss | 1.9264 | 2.5982 | 1.2028 | 1.1935 | 1.4209 | 0.9643 |
Largest Winning Trade | 320493 | 320493 | 42397 | 2528270 | 2528270 | 936112 |
Largest Losing Trade | -49442 | -49442 | -32039 | -1166642 | -1166642 | -1091730 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 7097 | 4203 | 2895 | 7097 | 4203 | 2895 |
Profit Streak | 11.3663 | 11.3663 | 15.3663 | 11.3663 | 11.3663 | 15.3663 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313905 | 252102 | -476171 | -168709 | 269419 | -580774 |
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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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