Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709948.2292 | 584761.7818 | 125186.4474 | 1600899.6341 | 2425558.2949 | -824658.6609 |
Total P&L (%) | 709.9482 | 584.7618 | 125.1864 | 1600.8996 | 2425.5583 | -824.6587 |
Avg Daily Profit (%) | 0.2841 | 0.234 | 0.0501 | 0.1135 | 0.1293 | 0 |
Buy And Hold Return (%) | 45.093 | 45.093 | 45.093 | 45.093 | 45.093 | 45.093 |
Max Trade Drawdown | -115912 | -77411 | -100960 | -4873523 | -3471017 | -1992729 |
Profit Factor | 1.4048 | 1.6111 | 1.1571 | 1.0477 | 1.1252 | 0.9418 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Losing Trades | 257 | 132 | 125 | 257 | 132 | 125 |
Profitability (%) | 47.0103 | 45.679 | 48.3471 | 47.0103 | 45.679 | 48.3471 |
Ratio Avg Win / Avg Loss | 1.5835 | 1.9159 | 1.2362 | 1.181 | 1.3381 | 1.0062 |
Largest Winning Trade | 106614 | 106614 | 46429 | 2947342 | 2947342 | 763932 |
Largest Losing Trade | -41271 | -32965 | -41271 | -1242850 | -1242850 | -1002380 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 14847 | 8436 | 6411 | 14847 | 8436 | 6411 |
Profit Streak | 0 | 0 | 29.8177 | 0 | 0 | 29.8177 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430693 | 374885 | -176164 | -207760 | -103752 | -578225 |
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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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