Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719394.6281 | 595974.4608 | 123420.1674 | 3263065.4952 | 2919207.1221 | 343858.3731 |
Total P&L (%) | 719.3946 | 595.9745 | 123.4202 | 3263.0655 | 2919.2071 | 343.8584 |
Avg Daily Profit (%) | 0.3454 | 0.2861 | 0.0593 | 0.1689 | 0.1637 | 0.0716 |
Buy And Hold Return (%) | 104.4007 | 104.4007 | 104.4007 | 104.4007 | 104.4007 | 104.4007 |
Max Trade Drawdown | -116659 | -81891 | -68604 | -8923612 | -6225490 | -5258960 |
Profit Factor | 1.5627 | 1.93 | 1.1936 | 1.056 | 1.1025 | 1.0116 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 184 | 84 | 100 | 184 | 84 | 100 |
Losing Trades | 366 | 191 | 175 | 366 | 191 | 175 |
Profitability (%) | 33.4545 | 30.5455 | 36.3636 | 33.4545 | 30.5455 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.1085 | 4.3884 | 2.0888 | 2.1006 | 2.507 | 1.7702 |
Largest Winning Trade | 200059 | 200059 | 42469 | 2787421 | 2787421 | 1779369 |
Largest Losing Trade | -17191 | -11723 | -17191 | -1329045 | -947319 | -1329045 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 24782 | 11777 | 13005 | 24782 | 11777 | 13005 |
Profit Streak | 0 | 0 | 37.2152 | 0 | 0 | 37.2152 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304101 | 176225 | -232812 | -153563 | -105570 | -310364 |
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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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