Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738342.7456 | 584809.8721 | 153532.8734 | 4184950.3804 | 3827077.7331 | 357872.6473 |
Total P&L (%) | 738.3427 | 584.8099 | 153.5329 | 4184.9504 | 3827.0777 | 357.8726 |
Avg Daily Profit (%) | 0.3544 | 0.2807 | 0.0737 | 0.1805 | 0.1764 | 0.0731 |
Buy And Hold Return (%) | 69.5769 | 69.5769 | 69.5769 | 69.5769 | 69.5769 | 69.5769 |
Max Trade Drawdown | -135161 | -87070 | -79386 | -6153753 | -3088978 | -4203105 |
Profit Factor | 1.4684 | 1.7629 | 1.1896 | 1.1042 | 1.2055 | 1.0166 |
Total Trades | 725 | 362 | 363 | 725 | 362 | 363 |
Winning Trades | 230 | 110 | 120 | 230 | 110 | 120 |
Losing Trades | 495 | 252 | 243 | 495 | 252 | 243 |
Profitability (%) | 31.7241 | 30.3867 | 33.0579 | 31.7241 | 30.3867 | 33.0579 |
Ratio Avg Win / Avg Loss | 3.1602 | 4.0386 | 2.4089 | 2.3764 | 2.7617 | 2.0586 |
Largest Winning Trade | 249111 | 249111 | 36061 | 1585811 | 1585811 | 1213443 |
Largest Losing Trade | -18124 | -17699 | -18124 | -901113 | -693381 | -901113 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 24771 | 12674 | 12097 | 24771 | 12674 | 12097 |
Profit Streak | 10.0735 | 0 | 47.4068 | 10.0735 | 0 | 47.4068 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321234 | 208080 | -114682 | -99620 | 77860 | -301539 |
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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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