Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368204.6864 | 1275648.1938 | 92556.4925 | 60028183.1608 | 44348764.6779 | 15679418.4829 |
Total P&L (%) | 1368.2047 | 1275.6482 | 92.5565 | 60028.1832 | 44348.7647 | 15679.4185 |
Avg Daily Profit (%) | 0.6035 | 0.5627 | 0.0408 | 0.2827 | 0.2693 | 0.2235 |
Buy And Hold Return (%) | 9639.4352 | 9639.4352 | 9639.4352 | 9639.4352 | 9639.4352 | 9639.4352 |
Max Trade Drawdown | -113988 | -87065 | -173977 | -23884155 | -12987358 | -12128999 |
Profit Factor | 1.8632 | 2.6006 | 1.1175 | 1.4226 | 1.6186 | 1.2229 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 254 | 124 | 130 | 254 | 124 | 130 |
Losing Trades | 432 | 219 | 213 | 432 | 219 | 213 |
Profitability (%) | 37.0262 | 36.1516 | 37.9009 | 37.0262 | 36.1516 | 37.9009 |
Ratio Avg Win / Avg Loss | 3.169 | 4.593 | 1.8309 | 2.4196 | 2.8586 | 2.0037 |
Largest Winning Trade | 401056 | 401056 | 29538 | 13318769 | 13318769 | 13268582 |
Largest Losing Trade | -51672 | -23030 | -51672 | -7406450 | -5764647 | -7406450 |
Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 6737 | 3443 | 3294 | 6737 | 3443 | 3294 |
Profit Streak | 11.4537 | 11.787 | 0 | 11.4537 | 11.787 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151305 | -152923 | -397549 | 346404 | 243473 | -3605 |
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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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