Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790295.3646 | 717167.812 | 73127.5526 | 2674427.4629 | 4345262.6679 | -1670835.205 |
Total P&L (%) | 790.2954 | 717.1678 | 73.1276 | 2674.4275 | 4345.2627 | -1670.8352 |
Avg Daily Profit (%) | 0.3161 | 0.2868 | 0.0292 | 0.133 | 0.1519 | 0 |
Buy And Hold Return (%) | 744.0593 | 744.0593 | 744.0593 | 744.0593 | 744.0593 | 744.0593 |
Max Trade Drawdown | -109153 | -60103 | -117125 | -4596465 | -2070998 | -4640677 |
Profit Factor | 1.6547 | 2.1826 | 1.1217 | 1.1285 | 1.4325 | 0.8449 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 197 | 95 | 102 | 197 | 95 | 102 |
Losing Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Profitability (%) | 51.436 | 49.7382 | 53.125 | 51.436 | 49.7382 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5623 | 2.2055 | 0.9898 | 1.0655 | 1.4476 | 0.7455 |
Largest Winning Trade | 177682 | 177682 | 48120 | 1505336 | 1505336 | 852899 |
Largest Losing Trade | -71543 | -24925 | -71543 | -3697501 | -954433 | -3697501 |
Avg Bars in Trades | 25 | 24 | 25 | 25 | 24 | 25 |
Avg Bars in Winners | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 9754 | 4772 | 4982 | 9754 | 4772 | 4982 |
Profit Streak | 79.0021 | 88.7521 | 79.0021 | 79.0021 | 88.7521 | 79.0021 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130852 | -151264 | -406176 | -93428 | 335788 | -579087 |
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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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