Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900193.533 | 909309.2993 | -9115.7663 | 646516.6128 | 467474.5519 | 179042.0609 |
Total P&L (%) | 900.1935 | 909.3093 | -9.1158 | 646.5166 | 467.4746 | 179.0421 |
Avg Daily Profit (%) | 0.4045 | 0.4086 | -0.0041 | 0.0904 | 0.078 | 0.0461 |
Buy And Hold Return (%) | 350.9499 | 350.9499 | 350.9499 | 350.9499 | 350.9499 | 350.9499 |
Max Trade Drawdown | -191167 | -100197 | -208473 | -1283629 | -711251 | -840363 |
Profit Factor | 1.4529 | 1.9918 | 0.9915 | 1.0739 | 1.1071 | 1.0409 |
Total Trades | 523 | 262 | 261 | 523 | 262 | 261 |
Winning Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Losing Trades | 310 | 153 | 157 | 310 | 153 | 157 |
Profitability (%) | 40.7266 | 41.6031 | 39.8467 | 40.7266 | 41.6031 | 39.8467 |
Ratio Avg Win / Avg Loss | 2.1146 | 2.7959 | 1.4968 | 1.563 | 1.554 | 1.5714 |
Largest Winning Trade | 547342 | 547342 | 47892 | 769734 | 769734 | 384731 |
Largest Losing Trade | -25857 | -20813 | -25857 | -262340 | -170936 | -262340 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6634 | 3193 | 3441 | 6634 | 3193 | 3441 |
Profit Streak | 19.7411 | 19.7411 | 22.0744 | 19.7411 | 19.7411 | 22.0744 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319910 | 306505 | -581423 | -217459 | -254489 | -473837 |
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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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