Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779512.0391 | 620938.1517 | 158573.8874 | 5534227.0837 | 5134451.0387 | 399776.0451 |
Total P&L (%) | 779.512 | 620.9382 | 158.5739 | 5534.2271 | 5134.451 | 399.776 |
Avg Daily Profit (%) | 0.3742 | 0.2981 | 0.0761 | 0.1937 | 0.1902 | 0.0773 |
Buy And Hold Return (%) | 285.7093 | 285.7093 | 285.7093 | 285.7093 | 285.7093 | 285.7093 |
Max Trade Drawdown | -141520 | -110352 | -81946 | -22315391 | -16342192 | -14895617 |
Profit Factor | 1.5419 | 1.8955 | 1.2128 | 1.0348 | 1.0654 | 1.005 |
Total Trades | 461 | 230 | 231 | 461 | 230 | 231 |
Winning Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Losing Trades | 229 | 113 | 116 | 229 | 113 | 116 |
Profitability (%) | 50.3254 | 50.8696 | 49.7836 | 50.3254 | 50.8696 | 49.7836 |
Ratio Avg Win / Avg Loss | 1.5219 | 1.8307 | 1.2234 | 1.0214 | 1.029 | 1.0137 |
Largest Winning Trade | 157776 | 157776 | 52951 | 5995319 | 5310002 | 5995319 |
Largest Losing Trade | -32428 | -32428 | -28213 | -6975055 | -6975055 | -4778306 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 24788 | 11104 | 13684 | 24788 | 11104 | 13684 |
Profit Streak | 1.9613 | 0 | 8.2947 | 1.9613 | 0 | 8.2947 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330818 | 270064 | -256303 | -173896 | -139870 | -345178 |
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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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