Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770444.9081 | 660510.6954 | 109934.2128 | 1902920.5426 | 1540001.9247 | 362918.6179 |
Total P&L (%) | 770.4449 | 660.5107 | 109.9342 | 1902.9205 | 1540.0019 | 362.9186 |
Avg Daily Profit (%) | 0.3699 | 0.3171 | 0.0528 | 0.144 | 0.1344 | 0.0736 |
Buy And Hold Return (%) | 85.7422 | 85.7422 | 85.7422 | 85.7422 | 85.7422 | 85.7422 |
Max Trade Drawdown | -151760 | -133953 | -218589 | -9211744 | -8242551 | -4784467 |
Profit Factor | 1.4429 | 1.7719 | 1.1244 | 1.0521 | 1.0787 | 1.0214 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 238 | 124 | 114 | 238 | 124 | 114 |
Profitability (%) | 46.3964 | 44.1441 | 48.6486 | 46.3964 | 44.1441 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.6671 | 2.242 | 1.1869 | 1.2155 | 1.3649 | 1.0781 |
Largest Winning Trade | 112109 | 112109 | 57800 | 4947647 | 4947647 | 1464586 |
Largest Losing Trade | -44345 | -31111 | -44345 | -2168469 | -2168469 | -1481733 |
Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
Avg Bars in Winners | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 24755 | 11581 | 13174 | 24755 | 11581 | 13174 |
Profit Streak | 0 | 0 | 21.7276 | 0 | 0 | 21.7276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449196 | 386211 | -283488 | -162682 | -148781 | -293058 |
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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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