Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867673.0651 | 750681.8807 | 116991.1844 | 17141724.9572 | 19800542.5249 | -2658817.5677 |
Total P&L (%) | 867.6731 | 750.6819 | 116.9912 | 17141.725 | 19800.5425 | -2658.8176 |
Avg Daily Profit (%) | 0.4166 | 0.3605 | 0.0562 | 0.2476 | 0.2545 | 0 |
Buy And Hold Return (%) | 1179.689 | 1179.689 | 1179.689 | 1179.689 | 1179.689 | 1179.689 |
Max Trade Drawdown | -101542 | -64276 | -63145 | -10911226 | -4705261 | -7959516 |
Profit Factor | 1.6446 | 2.1456 | 1.1693 | 1.275 | 1.6918 | 0.9211 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 258 | 132 | 126 | 258 | 132 | 126 |
Losing Trades | 459 | 227 | 232 | 459 | 227 | 232 |
Profitability (%) | 35.9833 | 36.7688 | 35.1955 | 35.9833 | 36.7688 | 35.1955 |
Ratio Avg Win / Avg Loss | 2.9258 | 3.6899 | 2.1531 | 2.2683 | 2.9093 | 1.696 |
Largest Winning Trade | 181149 | 181149 | 46975 | 6559142 | 6559142 | 2876723 |
Largest Losing Trade | -31443 | -31443 | -23943 | -2957248 | -1904967 | -2957248 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 24681 | 12460 | 12221 | 24681 | 12460 | 12221 |
Profit Streak | 19.7359 | 19.7359 | 22.1525 | 19.7359 | 19.7359 | 22.1525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153414 | -155554 | -320722 | 318458 | 303890 | -581892 |
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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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