Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908697.0526 | 824642.823 | 84054.2297 | 4990470.9438 | 4420722.1617 | 569748.7821 |
Total P&L (%) | 908.6971 | 824.6428 | 84.0542 | 4990.4709 | 4420.7222 | 569.7488 |
Avg Daily Profit (%) | 0.3636 | 0.3299 | 0.0336 | 0.1574 | 0.1526 | 0.0761 |
Buy And Hold Return (%) | 637.217 | 637.217 | 637.217 | 637.217 | 637.217 | 637.217 |
Max Trade Drawdown | -83500 | -83885 | -55028 | -1672019 | -1107356 | -677416 |
Profit Factor | 1.8229 | 2.2744 | 1.1838 | 1.5412 | 1.8294 | 1.1464 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 231 | 124 | 107 | 231 | 124 | 107 |
Profitability (%) | 37.7358 | 33.3333 | 42.1622 | 37.7358 | 33.3333 | 42.1622 |
Ratio Avg Win / Avg Loss | 3.0077 | 4.5489 | 1.624 | 2.543 | 3.6589 | 1.5727 |
Largest Winning Trade | 382491 | 382491 | 49885 | 2594474 | 2594474 | 519073 |
Largest Losing Trade | -24509 | -24509 | -14974 | -700987 | -700987 | -290069 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 14889 | 7151 | 7738 | 14889 | 7151 | 7738 |
Profit Streak | 23.1047 | 23.1047 | 86.438 | 23.1047 | 23.1047 | 86.438 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22130 | -66308 | -332220 | 307787 | 199638 | -316292 |
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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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