Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771996.7057 | 711439.4464 | 60557.2593 | 2559198.6043 | 4852767.2446 | -2293568.6403 |
Total P&L (%) | 771.9967 | 711.4394 | 60.5573 | 2559.1986 | 4852.7672 | -2293.5686 |
Avg Daily Profit (%) | 0.3078 | 0.2837 | 0.0241 | 0.1309 | 0.1557 | 0 |
Buy And Hold Return (%) | 778.5539 | 778.5539 | 778.5539 | 778.5539 | 778.5539 | 778.5539 |
Max Trade Drawdown | -150577 | -65554 | -162259 | -10385810 | -5163562 | -9573034 |
Profit Factor | 1.6353 | 2.1518 | 1.1014 | 1.0688 | 1.2667 | 0.8794 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Losing Trades | 185 | 90 | 95 | 185 | 90 | 95 |
Profitability (%) | 53.5176 | 54.7739 | 52.2613 | 53.5176 | 54.7739 | 52.2613 |
Ratio Avg Win / Avg Loss | 1.4204 | 1.7767 | 1.0061 | 0.9283 | 1.0459 | 0.8033 |
Largest Winning Trade | 177682 | 177682 | 45719 | 2552396 | 1695708 | 2552396 |
Largest Losing Trade | -71176 | -26132 | -71176 | -5650578 | -2719321 | -5650578 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 9735 | 4883 | 4852 | 9735 | 4883 | 4852 |
Profit Streak | 0 | 15.0291 | 0 | 0 | 15.0291 | 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 | -152018 | -150962 | -434357 | -164469 | 323902 | -579720 |
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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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