Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747093.7985 | 667886.2722 | 79207.5263 | 3811168.3621 | 6663688.4814 | -2852520.1193 |
Total P&L (%) | 747.0938 | 667.8863 | 79.2075 | 3811.1684 | 6663.6885 | -2852.5201 |
Avg Daily Profit (%) | 0.2988 | 0.2671 | 0.0317 | 0.1468 | 0.1687 | 0 |
Buy And Hold Return (%) | 694.4765 | 694.4765 | 694.4765 | 694.4765 | 694.4765 | 694.4765 |
Max Trade Drawdown | -105562 | -77630 | -108514 | -3573332 | -2427937 | -4874897 |
Profit Factor | 1.5802 | 2.0585 | 1.1206 | 1.1326 | 1.5123 | 0.8186 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 247 | 127 | 120 | 247 | 127 | 120 |
Losing Trades | 201 | 97 | 104 | 201 | 97 | 104 |
Profitability (%) | 55.1339 | 56.6964 | 53.5714 | 55.1339 | 56.6964 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.2859 | 1.5722 | 0.9712 | 0.9217 | 1.1551 | 0.7095 |
Largest Winning Trade | 175643 | 175643 | 44131 | 2491688 | 2491688 | 967495 |
Largest Losing Trade | -48323 | -33894 | -48323 | -1607174 | -840937 | -1607174 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 19 | 23 | 16 | 19 | 23 | 16 |
Bars Traded | 9800 | 5115 | 4685 | 9800 | 5115 | 4685 |
Profit Streak | 70.7722 | 80.0222 | 70.7722 | 70.7722 | 80.0222 | 70.7722 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126637 | -150029 | -403068 | -69140 | 445513 | -577991 |
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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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