Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859572.4459 | 807332.4706 | 52239.9753 | 3974243.2818 | 5636772.1277 | -1662528.8459 |
Total P&L (%) | 859.5724 | 807.3325 | 52.24 | 3974.2433 | 5636.7721 | -1662.5288 |
Avg Daily Profit (%) | 0.4127 | 0.3877 | 0.0251 | 0.1782 | 0.1946 | 0 |
Buy And Hold Return (%) | 1207.0557 | 1207.0557 | 1207.0557 | 1207.0557 | 1207.0557 | 1207.0557 |
Max Trade Drawdown | -82116 | -69939 | -75628 | -1987563 | -1132615 | -2679615 |
Profit Factor | 1.9767 | 2.9175 | 1.1138 | 1.2804 | 1.8551 | 0.7807 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 45.1697 | 43.4555 | 46.875 | 45.1697 | 43.4555 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3995 | 3.7963 | 1.2623 | 1.5542 | 2.4139 | 0.8848 |
Largest Winning Trade | 371617 | 371617 | 50462 | 2869905 | 2869905 | 551823 |
Largest Losing Trade | -58238 | -20808 | -58238 | -908250 | -400041 | -908250 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 97 | 103 | 92 | 97 | 103 | 92 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 24651 | 12122 | 12529 | 24651 | 12122 | 12529 |
Profit Streak | 38.9437 | 81.527 | 38.9437 | 38.9437 | 81.527 | 38.9437 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150535 | -151253 | -420253 | 277432 | 331126 | -580555 |
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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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