Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737216.9458 | 664321.4964 | 72895.4494 | 3594152.7349 | 5622530.6742 | -2028377.9392 |
Total P&L (%) | 737.2169 | 664.3215 | 72.8954 | 3594.1527 | 5622.5307 | -2028.3779 |
Avg Daily Profit (%) | 0.2949 | 0.2657 | 0.0292 | 0.1445 | 0.162 | 0 |
Buy And Hold Return (%) | 750.7983 | 750.7983 | 750.7983 | 750.7983 | 750.7983 | 750.7983 |
Max Trade Drawdown | -102669 | -76355 | -96118 | -3044323 | -1779997 | -3523386 |
Profit Factor | 1.5739 | 2.0609 | 1.1107 | 1.1639 | 1.5671 | 0.8311 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 255 | 130 | 125 | 255 | 130 | 125 |
Losing Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Profitability (%) | 56.7929 | 58.0357 | 55.5556 | 56.7929 | 58.0357 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1974 | 1.4902 | 0.8886 | 0.8855 | 1.1332 | 0.6649 |
Largest Winning Trade | 175643 | 175643 | 43388 | 2135186 | 2135186 | 829070 |
Largest Losing Trade | -48323 | -34967 | -48323 | -1194478 | -687578 | -1194478 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 9808 | 5112 | 4696 | 9808 | 5112 | 4696 |
Profit Streak | 82.2541 | 91.5041 | 82.2541 | 82.2541 | 91.5041 | 82.2541 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150025 | -150948 | -417041 | -38017 | 462691 | -577700 |
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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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