Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814676.5179 | 697809.8008 | 116866.7171 | 4837947.3584 | 4626650.8843 | 211296.4741 |
Total P&L (%) | 814.6765 | 697.8098 | 116.8667 | 4837.9474 | 4626.6509 | 211.2965 |
Avg Daily Profit (%) | 0.3259 | 0.2791 | 0.0467 | 0.1561 | 0.1544 | 0.0454 |
Buy And Hold Return (%) | 357.4403 | 357.4403 | 357.4403 | 357.4403 | 357.4403 | 357.4403 |
Max Trade Drawdown | -143982 | -130561 | -54150 | -2772813 | -2124120 | -1395607 |
Profit Factor | 1.8397 | 2.3379 | 1.2605 | 1.267 | 1.5218 | 1.0228 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 178 | 83 | 95 | 178 | 83 | 95 |
Losing Trades | 207 | 110 | 97 | 207 | 110 | 97 |
Profitability (%) | 46.2338 | 43.0052 | 49.4792 | 46.2338 | 43.0052 | 49.4792 |
Ratio Avg Win / Avg Loss | 2.1394 | 3.0985 | 1.287 | 1.4735 | 2.0168 | 1.0444 |
Largest Winning Trade | 352672 | 352672 | 32529 | 2773155 | 2773155 | 497792 |
Largest Losing Trade | -26895 | -26895 | -18959 | -628756 | -628756 | -536687 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 15 | 23 | 9 | 15 | 23 | 9 |
Avg Bars in Losers | 9 | 14 | 4 | 9 | 14 | 4 |
Bars Traded | 4819 | 3534 | 1285 | 4819 | 3534 | 1285 |
Profit Streak | 0 | 0 | 9.4375 | 0 | 0 | 9.4375 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302490 | 142980 | -295221 | 301347 | 295571 | -492213 |
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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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