Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867837.9697 | 787809.1675 | 80028.8022 | 3457625.3778 | 6297985.2252 | -2840359.8473 |
Total P&L (%) | 867.838 | 787.8092 | 80.0288 | 3457.6254 | 6297.9852 | -2840.3598 |
Avg Daily Profit (%) | 0.3471 | 0.3151 | 0.032 | 0.143 | 0.1665 | 0 |
Buy And Hold Return (%) | 888.3211 | 888.3211 | 888.3211 | 888.3211 | 888.3211 | 888.3211 |
Max Trade Drawdown | -94657 | -49457 | -118352 | -3626615 | -1716742 | -4521496 |
Profit Factor | 1.6683 | 2.2763 | 1.1175 | 1.1321 | 1.5295 | 0.8011 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 259 | 124 | 135 | 259 | 124 | 135 |
Losing Trades | 205 | 108 | 97 | 205 | 108 | 97 |
Profitability (%) | 55.819 | 53.4483 | 58.1897 | 55.819 | 53.4483 | 58.1897 |
Ratio Avg Win / Avg Loss | 1.3205 | 1.9825 | 0.8029 | 0.8961 | 1.3321 | 0.5756 |
Largest Winning Trade | 335355 | 335355 | 45494 | 4368776 | 4368776 | 581203 |
Largest Losing Trade | -51458 | -22928 | -51458 | -2411704 | -786885 | -2411704 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 9822 | 5099 | 4723 | 9822 | 5099 | 4723 |
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 | -150976 | -151039 | -406876 | -77517 | 382352 | -578780 |
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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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