Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787343.1852 | 613273.8957 | 174069.2896 | 6210310.2786 | 5078531.9013 | 1131778.3773 |
Total P&L (%) | 787.3432 | 613.2739 | 174.0693 | 6210.3103 | 5078.5319 | 1131.7784 |
Avg Daily Profit (%) | 0.3779 | 0.2944 | 0.0836 | 0.1991 | 0.1896 | 0.1206 |
Buy And Hold Return (%) | 58.7065 | 58.7065 | 58.7065 | 58.7065 | 58.7065 | 58.7065 |
Max Trade Drawdown | -92021 | -75940 | -59146 | -8874755 | -7593849 | -5846339 |
Profit Factor | 1.7348 | 2.1226 | 1.3314 | 1.0979 | 1.1652 | 1.0346 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Losing Trades | 258 | 136 | 122 | 258 | 136 | 122 |
Profitability (%) | 32.987 | 29.1667 | 36.7876 | 32.987 | 29.1667 | 36.7876 |
Ratio Avg Win / Avg Loss | 3.5242 | 5.1548 | 2.2878 | 2.2303 | 2.8299 | 1.7778 |
Largest Winning Trade | 224574 | 224574 | 33829 | 4454453 | 4454453 | 1799430 |
Largest Losing Trade | -18754 | -15041 | -18754 | -2044349 | -1075411 | -2044349 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 120 | 120 | 120 | 120 | 120 | 120 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 24764 | 11393 | 13370 | 24764 | 11393 | 13370 |
Profit Streak | 22.5122 | 0 | 46.0955 | 22.5122 | 0 | 46.0955 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316482 | 67689 | -86852 | -107776 | -40710 | -216642 |
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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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