Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897843.3334 | 795880.3237 | 101963.0097 | 2728865.9448 | 2137303.7771 | 591562.1677 |
Total P&L (%) | 897.8433 | 795.8803 | 101.963 | 2728.8659 | 2137.3038 | 591.5622 |
Avg Daily Profit (%) | 0.3589 | 0.3181 | 0.0408 | 0.1337 | 0.1243 | 0.0773 |
Buy And Hold Return (%) | 235.5067 | 235.5067 | 235.5067 | 235.5067 | 235.5067 | 235.5067 |
Max Trade Drawdown | -131240 | -124699 | -70452 | -1193067 | -909730 | -632036 |
Profit Factor | 1.7265 | 2.2063 | 1.177 | 1.4048 | 1.5976 | 1.1869 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 243 | 124 | 119 | 243 | 124 | 119 |
Profitability (%) | 36.2205 | 34.7368 | 37.6963 | 36.2205 | 34.7368 | 37.6963 |
Ratio Avg Win / Avg Loss | 3.0401 | 4.1452 | 1.9453 | 2.4737 | 3.0015 | 1.9617 |
Largest Winning Trade | 442289 | 442289 | 43868 | 1128245 | 1128245 | 409566 |
Largest Losing Trade | -46894 | -17216 | -46894 | -337939 | -223166 | -337939 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4936 | 2505 | 2431 | 4936 | 2505 | 2431 |
Profit Streak | 55.3035 | 55.8035 | 55.3035 | 55.3035 | 55.8035 | 55.3035 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311576 | 224460 | -332076 | -13936 | -27890 | -109705 |
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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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