Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832377.3054 | 742221.5963 | 90155.7091 | 6774294.1799 | 6337637.3151 | 436656.8648 |
Total P&L (%) | 832.3773 | 742.2216 | 90.1557 | 6774.2942 | 6337.6373 | 436.6569 |
Avg Daily Profit (%) | 0.3997 | 0.3564 | 0.0433 | 0.2033 | 0.2002 | 0.0807 |
Buy And Hold Return (%) | 1194.502 | 1194.502 | 1194.502 | 1194.502 | 1194.502 | 1194.502 |
Max Trade Drawdown | -63744 | -65230 | -31176 | -4874391 | -3248310 | -2147599 |
Profit Factor | 2.1076 | 2.3173 | 1.4794 | 1.4739 | 1.6063 | 1.1137 |
Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Winning Trades | 164 | 70 | 94 | 164 | 70 | 94 |
Losing Trades | 259 | 141 | 118 | 259 | 141 | 118 |
Profitability (%) | 38.7707 | 33.1754 | 44.3396 | 38.7707 | 33.1754 | 44.3396 |
Ratio Avg Win / Avg Loss | 3.3285 | 4.6677 | 1.8571 | 2.3277 | 3.2356 | 1.398 |
Largest Winning Trade | 331311 | 331311 | 20468 | 4584835 | 4584835 | 1296552 |
Largest Losing Trade | -32698 | -32698 | -11696 | -1320376 | -1320376 | -462266 |
Avg Bars in Trades | 57 | 111 | 2 | 57 | 111 | 2 |
Avg Bars in Winners | 103 | 239 | 2 | 103 | 239 | 2 |
Avg Bars in Losers | 27 | 48 | 2 | 27 | 48 | 2 |
Bars Traded | 24161 | 23581 | 580 | 24161 | 23581 | 580 |
Profit Streak | 17.6587 | 18.7421 | 17.6587 | 17.6587 | 18.7421 | 17.6587 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153114 | -156919 | -299375 | 300567 | 180785 | -347249 |
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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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