Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854886.0242 | 743459.2309 | 111426.7933 | 6233593.1225 | 3893181.6379 | 2340411.4847 |
Total P&L (%) | 854.886 | 743.4592 | 111.4268 | 6233.5931 | 3893.1816 | 2340.4115 |
Avg Daily Profit (%) | 0.4708 | 0.4095 | 0.0614 | 0.2287 | 0.2033 | 0.1761 |
Buy And Hold Return (%) | 621.4698 | 621.4698 | 621.4698 | 621.4698 | 621.4698 | 621.4698 |
Max Trade Drawdown | -94754 | -111679 | -113834 | -1722710 | -1556824 | -1126992 |
Profit Factor | 1.7005 | 2.1597 | 1.1923 | 1.506 | 1.5653 | 1.4309 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 50.8671 | 48.5549 | 53.1792 | 50.8671 | 48.5549 | 53.1792 |
Ratio Avg Win / Avg Loss | 1.6425 | 2.2882 | 1.0498 | 1.4547 | 1.6584 | 1.2598 |
Largest Winning Trade | 211735 | 211735 | 41891 | 1245266 | 1245266 | 616065 |
Largest Losing Trade | -49990 | -49990 | -36900 | -636038 | -510788 | -636038 |
Avg Bars in Trades | 15 | 21 | 9 | 15 | 21 | 9 |
Avg Bars in Winners | 16 | 23 | 11 | 16 | 23 | 11 |
Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
Bars Traded | 5406 | 3707 | 1699 | 5406 | 3707 | 1699 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33154 | -90706 | -284665 | 425717 | 376483 | 263790 |
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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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