Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924560.4475 | 830355.4924 | 94204.9551 | 6646024.9395 | 6515428.9529 | 130595.9867 |
Total P&L (%) | 924.5604 | 830.3555 | 94.205 | 6646.0249 | 6515.429 | 130.596 |
Avg Daily Profit (%) | 0.3698 | 0.3321 | 0.0377 | 0.1686 | 0.1678 | 0.0334 |
Buy And Hold Return (%) | 736.2011 | 736.2011 | 736.2011 | 736.2011 | 736.2011 | 736.2011 |
Max Trade Drawdown | -79606 | -84494 | -56669 | -2899953 | -1755075 | -1320779 |
Profit Factor | 1.9824 | 2.7314 | 1.2041 | 1.5974 | 2.0678 | 1.026 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Profitability (%) | 44.7796 | 43.7209 | 45.8333 | 44.7796 | 43.7209 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.4446 | 3.516 | 1.423 | 1.9699 | 2.6618 | 1.2125 |
Largest Winning Trade | 331690 | 331690 | 57896 | 4516675 | 4516675 | 930151 |
Largest Losing Trade | -37653 | -23673 | -37653 | -981682 | -981682 | -846752 |
Avg Bars in Trades | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Winners | 33 | 42 | 24 | 33 | 42 | 24 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 9757 | 5982 | 3775 | 9757 | 5982 | 3775 |
Profit Streak | 0 | 4.4502 | 0 | 0 | 4.4502 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72423 | -113004 | -309611 | 406165 | 370792 | -506710 |
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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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