Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490733.0121 | 1423344.6234 | 67388.3886 | 2418224.7216 | 1699454.9982 | 718769.7234 |
Total P&L (%) | 1490.733 | 1423.3446 | 67.3884 | 2418.2247 | 1699.455 | 718.7697 |
Avg Daily Profit (%) | 0.82 | 0.7829 | 0.0371 | 0.1776 | 0.1591 | 0.1157 |
Buy And Hold Return (%) | 604.8857 | 604.8857 | 604.8857 | 604.8857 | 604.8857 | 604.8857 |
Max Trade Drawdown | -100441 | -128536 | -25834 | -2602514 | -2329359 | -485655 |
Profit Factor | 2.4003 | 2.7661 | 1.2605 | 1.1465 | 1.135 | 1.1834 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 114 | 46 | 68 | 114 | 46 | 68 |
Losing Trades | 191 | 106 | 85 | 191 | 106 | 85 |
Profitability (%) | 37.377 | 30.2632 | 44.4444 | 37.377 | 30.2632 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.0215 | 6.3741 | 1.5756 | 1.9209 | 2.6154 | 1.4792 |
Largest Winning Trade | 994015 | 994015 | 26831 | 1658130 | 1658130 | 506674 |
Largest Losing Trade | -35138 | -35138 | -13787 | -587844 | -587844 | -286068 |
Avg Bars in Trades | 11 | 21 | 1 | 11 | 21 | 1 |
Avg Bars in Winners | 18 | 42 | 2 | 18 | 42 | 2 |
Avg Bars in Losers | 7 | 12 | 1 | 7 | 12 | 1 |
Bars Traded | 3586 | 3294 | 292 | 3586 | 3294 | 292 |
Profit Streak | 0 | 43.3043 | 0 | 0 | 43.3043 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393395 | 289034 | -309844 | -55689 | -72243 | -165719 |
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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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