Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366569.3702 | 1392317.7833 | -25748.4132 | 218018.7963 | 177969.7718 | 40049.0245 |
Total P&L (%) | 1366.5694 | 1392.3178 | -25.7484 | 218.0188 | 177.9698 | 40.049 |
Avg Daily Profit (%) | 0.6271 | 0.6389 | -0.0118 | 0.0531 | 0.0469 | 0.0155 |
Buy And Hold Return (%) | 131.8919 | 131.8919 | 131.8919 | 131.8919 | 131.8919 | 131.8919 |
Max Trade Drawdown | -199157 | -128736 | -151694 | -429621 | -453702 | -228423 |
Profit Factor | 2.194 | 3.4551 | 0.9554 | 1.1043 | 1.1802 | 1.0363 |
Total Trades | 493 | 247 | 246 | 493 | 247 | 246 |
Winning Trades | 152 | 62 | 90 | 152 | 62 | 90 |
Losing Trades | 341 | 185 | 156 | 341 | 185 | 156 |
Profitability (%) | 30.8316 | 25.1012 | 36.5854 | 30.8316 | 25.1012 | 36.5854 |
Ratio Avg Win / Avg Loss | 4.9221 | 10.3096 | 1.656 | 2.4775 | 3.5217 | 1.7963 |
Largest Winning Trade | 969151 | 969151 | 61031 | 536492 | 536492 | 206929 |
Largest Losing Trade | -26775 | -26775 | -19743 | -86919 | -40043 | -86919 |
Avg Bars in Trades | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Winners | 62 | 93 | 41 | 62 | 93 | 41 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 12735 | 7441 | 5294 | 12735 | 7441 | 5294 |
Profit Streak | 1.704 | 1.704 | 3.8707 | 1.704 | 1.704 | 3.8707 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336760 | -12572 | -582087 | -242351 | -239446 | -521504 |
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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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