Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605043.2132 | 485860.0897 | 119183.1235 | 3567457.8151 | 4386507.4547 | -819049.6396 |
Total P&L (%) | 605.0432 | 485.8601 | 119.1831 | 3567.4578 | 4386.5075 | -819.0496 |
Avg Daily Profit (%) | 0.2826 | 0.2269 | 0.0557 | 0.1684 | 0.1778 | 0 |
Buy And Hold Return (%) | 197.5304 | 197.5304 | 197.5304 | 197.5304 | 197.5304 | 197.5304 |
Max Trade Drawdown | -125694 | -84469 | -102715 | -10415230 | -3991009 | -8024667 |
Profit Factor | 1.6531 | 2.0961 | 1.2467 | 1.1222 | 1.3439 | 0.9502 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Profitability (%) | 44.863 | 45.2055 | 44.5205 | 44.863 | 45.2055 | 44.5205 |
Ratio Avg Win / Avg Loss | 2.0317 | 2.5407 | 1.5536 | 1.3792 | 1.629 | 1.1841 |
Largest Winning Trade | 183667 | 183667 | 42788 | 2482534 | 2482534 | 2014093 |
Largest Losing Trade | -21052 | -21052 | -20061 | -2079027 | -1180105 | -2079027 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 6317 | 3219 | 3098 | 6317 | 3219 | 3098 |
Profit Streak | 18.1014 | 18.1014 | 20.4347 | 18.1014 | 18.1014 | 20.4347 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348947 | 245605 | -284958 | -77469 | 292369 | -580578 |
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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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