Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846311.4117 | 807094.3594 | 39217.0522 | 1297210.4247 | 1006069.2604 | 291141.1643 |
Total P&L (%) | 846.3114 | 807.0944 | 39.2171 | 1297.2104 | 1006.0693 | 291.1412 |
Avg Daily Profit (%) | 0.4566 | 0.4354 | 0.0212 | 0.1424 | 0.1298 | 0.0736 |
Buy And Hold Return (%) | 206.9508 | 206.9508 | 206.9508 | 206.9508 | 206.9508 | 206.9508 |
Max Trade Drawdown | -180992 | -115510 | -98859 | -8559906 | -5013661 | -4431419 |
Profit Factor | 1.6249 | 2.3031 | 1.0534 | 1.0543 | 1.0923 | 1.0224 |
Total Trades | 654 | 327 | 327 | 654 | 327 | 327 |
Winning Trades | 237 | 105 | 132 | 237 | 105 | 132 |
Losing Trades | 417 | 222 | 195 | 417 | 222 | 195 |
Profitability (%) | 36.2385 | 32.1101 | 40.367 | 36.2385 | 32.1101 | 40.367 |
Ratio Avg Win / Avg Loss | 2.8591 | 4.8695 | 1.5561 | 1.855 | 2.3094 | 1.5104 |
Largest Winning Trade | 365316 | 365316 | 77850 | 2294560 | 2294560 | 2129377 |
Largest Losing Trade | -40858 | -19081 | -40858 | -779990 | -563725 | -779990 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 67 | 89 | 50 | 67 | 89 | 50 |
Avg Bars in Losers | 14 | 11 | 17 | 14 | 11 | 17 |
Bars Traded | 21894 | 11900 | 9994 | 21894 | 11900 | 9994 |
Profit Streak | 8.4988 | 9.8321 | 0 | 8.4988 | 9.8321 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356427 | 251479 | -493678 | -163999 | -143886 | -331225 |
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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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