Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874607.0526 | 799859.1323 | 74747.9203 | 3549493.3977 | 7495526.8002 | -3946033.4025 |
Total P&L (%) | 874.6071 | 799.8591 | 74.7479 | 3549.4934 | 7495.5268 | -3946.0334 |
Avg Daily Profit (%) | 0.3498 | 0.3199 | 0.0299 | 0.144 | 0.1733 | 0 |
Buy And Hold Return (%) | 740.2714 | 740.2714 | 740.2714 | 740.2714 | 740.2714 | 740.2714 |
Max Trade Drawdown | -138575 | -69441 | -125220 | -5688239 | -2529321 | -5984641 |
Profit Factor | 1.7565 | 2.4617 | 1.1228 | 1.1173 | 1.5538 | 0.764 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Profitability (%) | 54.8309 | 53.6232 | 56.0386 | 54.8309 | 53.6232 | 56.0386 |
Ratio Avg Win / Avg Loss | 1.447 | 2.129 | 0.8808 | 0.9204 | 1.3438 | 0.5994 |
Largest Winning Trade | 329778 | 329778 | 42588 | 4181386 | 4181386 | 903908 |
Largest Losing Trade | -53130 | -26208 | -53130 | -3471630 | -1260143 | -3471630 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 9807 | 4937 | 4870 | 9807 | 4937 | 4870 |
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 | -94715 | -125705 | -404295 | -92020 | 385926 | -579189 |
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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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