Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860293.219 | 783218.1119 | 77075.1071 | 5306596.1227 | 5868673.6497 | -562077.527 |
Total P&L (%) | 860.2932 | 783.2181 | 77.0751 | 5306.5961 | 5868.6737 | -562.0775 |
Avg Daily Profit (%) | 0.3442 | 0.3134 | 0.0308 | 0.1598 | 0.1637 | 0 |
Buy And Hold Return (%) | 882.9779 | 882.9779 | 882.9779 | 882.9779 | 882.9779 | 882.9779 |
Max Trade Drawdown | -102232 | -79340 | -70305 | -2555531 | -1663927 | -2153205 |
Profit Factor | 1.8009 | 2.2648 | 1.1694 | 1.2759 | 1.5089 | 0.927 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Losing Trades | 228 | 113 | 115 | 228 | 113 | 115 |
Profitability (%) | 44.7942 | 45.1456 | 44.4444 | 44.7942 | 45.1456 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.2195 | 2.7519 | 1.4618 | 1.5725 | 1.8334 | 1.1588 |
Largest Winning Trade | 317404 | 317404 | 59209 | 4367920 | 4367920 | 623510 |
Largest Losing Trade | -24456 | -24456 | -17863 | -1267437 | -1267437 | -518442 |
Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Winners | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 14585 | 7777 | 6807 | 14585 | 7777 | 6807 |
Profit Streak | 0 | 27.0358 | 0 | 0 | 27.0358 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152957 | -152810 | -353247 | 295769 | 346068 | -580743 |
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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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