Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729378.3172 | 665277.0737 | 64101.2435 | 3918035.7977 | 7426529.3695 | -3508493.5718 |
Total P&L (%) | 729.3783 | 665.2771 | 64.1012 | 3918.0358 | 7426.5294 | -3508.4936 |
Avg Daily Profit (%) | 0.2918 | 0.2662 | 0.0256 | 0.1479 | 0.173 | 0 |
Buy And Hold Return (%) | 737.3788 | 737.3788 | 737.3788 | 737.3788 | 737.3788 | 737.3788 |
Max Trade Drawdown | -112709 | -107479 | -108795 | -4835559 | -2460968 | -5762665 |
Profit Factor | 1.6119 | 2.0518 | 1.1146 | 1.153 | 1.6335 | 0.7474 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Losing Trades | 230 | 114 | 116 | 230 | 114 | 116 |
Profitability (%) | 46.5116 | 46.9767 | 46.0465 | 46.5116 | 46.9767 | 46.0465 |
Ratio Avg Win / Avg Loss | 1.8537 | 2.3159 | 1.306 | 1.3259 | 1.8437 | 0.8757 |
Largest Winning Trade | 122238 | 122238 | 54751 | 3858410 | 3858410 | 917944 |
Largest Losing Trade | -41138 | -41138 | -40379 | -2125744 | -840407 | -2125744 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 14780 | 8440 | 6340 | 14780 | 8440 | 6340 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153012 | -153880 | -419565 | -47687 | 370592 | -581467 |
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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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