Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127356.2717 | 1080079.0125 | 47277.2593 | 2418983.7204 | 1837942.6012 | 581041.1192 |
Total P&L (%) | 1127.3563 | 1080.079 | 47.2773 | 2418.9837 | 1837.9426 | 581.0411 |
Avg Daily Profit (%) | 0.508 | 0.4867 | 0.0213 | 0.1455 | 0.1337 | 0.0865 |
Buy And Hold Return (%) | 521.4157 | 521.4157 | 521.4157 | 521.4157 | 521.4157 | 521.4157 |
Max Trade Drawdown | -153868 | -90542 | -176507 | -5131931 | -4817960 | -3851477 |
Profit Factor | 1.8826 | 2.8027 | 1.0697 | 1.0702 | 1.1094 | 1.0329 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 45.0402 | 45.4545 | 44.6237 | 45.0402 | 45.4545 | 44.6237 |
Ratio Avg Win / Avg Loss | 2.2972 | 3.3632 | 1.3275 | 1.3059 | 1.3313 | 1.2818 |
Largest Winning Trade | 525150 | 525150 | 44762 | 3358887 | 3358887 | 1463648 |
Largest Losing Trade | -42830 | -35950 | -42830 | -1040977 | -918410 | -1040977 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 6531 | 3231 | 3300 | 6531 | 3231 | 3300 |
Profit Streak | 0 | 0 | 23.3764 | 0 | 0 | 23.3764 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314437 | 300896 | -474876 | -143031 | -118035 | -392440 |
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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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