Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728453.5828 | 608780.2078 | 119673.375 | 1051761.2637 | -34301.8723 | 1086063.136 |
Total P&L (%) | 728.4536 | 608.7802 | 119.6734 | 1051.7613 | -34.3019 | 1086.0631 |
Avg Daily Profit (%) | 0.3845 | 0.3213 | 0.0632 | 0.1291 | -0.0222 | 0.1306 |
Buy And Hold Return (%) | 22.0083 | 22.0083 | 22.0083 | 22.0083 | 22.0083 | 22.0083 |
Max Trade Drawdown | -169394 | -113009 | -67119 | -5583345 | -4227186 | -2056119 |
Profit Factor | 1.5034 | 1.7646 | 1.1839 | 1.0373 | 0.9978 | 1.0881 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 181 | 82 | 99 | 181 | 82 | 99 |
Losing Trades | 259 | 138 | 121 | 259 | 138 | 121 |
Profitability (%) | 41.1364 | 37.2727 | 45 | 41.1364 | 37.2727 | 45 |
Ratio Avg Win / Avg Loss | 2.1513 | 2.9698 | 1.4469 | 1.4843 | 1.6793 | 1.3299 |
Largest Winning Trade | 337721 | 337721 | 44465 | 1476716 | 1476716 | 1044566 |
Largest Losing Trade | -34331 | -23020 | -34331 | -808755 | -617681 | -808755 |
Avg Bars in Trades | 51 | 59 | 42 | 51 | 59 | 42 |
Avg Bars in Winners | 79 | 99 | 63 | 79 | 99 | 63 |
Avg Bars in Losers | 31 | 35 | 25 | 31 | 35 | 25 |
Bars Traded | 22480 | 13130 | 9350 | 22480 | 13130 | 9350 |
Profit Streak | 17.8193 | 21.7359 | 17.8193 | 17.8193 | 21.7359 | 17.8193 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445726 | 328145 | -128681 | -199474 | -581305 | -142608 |
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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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