Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871768.1664 | 791221.9023 | 80546.2641 | 3562723.5102 | 6325169.5659 | -2762446.0558 |
Total P&L (%) | 871.7682 | 791.2219 | 80.5463 | 3562.7235 | 6325.1696 | -2762.4461 |
Avg Daily Profit (%) | 0.3487 | 0.3165 | 0.0322 | 0.1441 | 0.1667 | 0 |
Buy And Hold Return (%) | 947.3163 | 947.3163 | 947.3163 | 947.3163 | 947.3163 | 947.3163 |
Max Trade Drawdown | -99646 | -49457 | -118352 | -3871884 | -1642712 | -4624509 |
Profit Factor | 1.6706 | 2.2859 | 1.1176 | 1.1321 | 1.5144 | 0.8116 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 256 | 124 | 132 | 256 | 124 | 132 |
Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Profitability (%) | 55.1724 | 53.4483 | 56.8966 | 55.1724 | 53.4483 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.3574 | 1.9909 | 0.8467 | 0.9199 | 1.319 | 0.6149 |
Largest Winning Trade | 335355 | 335355 | 45494 | 4232173 | 4232173 | 609529 |
Largest Losing Trade | -51458 | -22928 | -51458 | -2529242 | -803470 | -2529242 |
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 | 19 | 20 | 20 | 19 |
Bars Traded | 9828 | 5088 | 4740 | 9828 | 5088 | 4740 |
Profit Streak | 4.9363 | 28.4363 | 4.9363 | 4.9363 | 28.4363 | 4.9363 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149917 | -150468 | -405927 | -74986 | 390784 | -578290 |
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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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