Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652794.7059 | 508489.8495 | 144304.8564 | 3610359.4685 | -401195.8295 | 4011555.298 |
Total P&L (%) | 652.7947 | 508.4899 | 144.3049 | 3610.3595 | -401.1958 | 4011.5553 |
Avg Daily Profit (%) | 0.3521 | 0.2743 | 0.0778 | 0.1951 | 0 | 0.2007 |
Buy And Hold Return (%) | 54.8878 | 54.8878 | 54.8878 | 54.8878 | 54.8878 | 54.8878 |
Max Trade Drawdown | -104942 | -81215 | -76580 | -7493350 | -6132560 | -3229658 |
Profit Factor | 1.4608 | 1.7288 | 1.2007 | 1.0668 | 0.9853 | 1.1496 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 191 | 92 | 99 | 191 | 92 | 99 |
Losing Trades | 376 | 192 | 184 | 376 | 192 | 184 |
Profitability (%) | 33.6861 | 32.3944 | 34.9823 | 33.6861 | 32.3944 | 34.9823 |
Ratio Avg Win / Avg Loss | 2.8757 | 3.6079 | 2.2317 | 2.1001 | 2.0562 | 2.1367 |
Largest Winning Trade | 153973 | 153973 | 45286 | 2042767 | 2042767 | 1474261 |
Largest Losing Trade | -22367 | -18058 | -22367 | -1217139 | -695551 | -1217139 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 10903 | 5165 | 5738 | 10903 | 5165 | 5738 |
Profit Streak | 0 | 0 | 9.8901 | 0 | 0 | 9.8901 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302811 | 227174 | -95853 | -141016 | -583639 | -50744 |
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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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