Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780497.6901 | 688023.437 | 92474.2531 | 5253727.6032 | 8770560.277 | -3516832.6738 |
Total P&L (%) | 780.4977 | 688.0234 | 92.4743 | 5253.7276 | 8770.5603 | -3516.8327 |
Avg Daily Profit (%) | 0.3122 | 0.2752 | 0.037 | 0.1593 | 0.1796 | 0 |
Buy And Hold Return (%) | 733.8668 | 733.8668 | 733.8668 | 733.8668 | 733.8668 | 733.8668 |
Max Trade Drawdown | -88981 | -69591 | -96353 | -5561693 | -2790327 | -5709133 |
Profit Factor | 1.626 | 2.1037 | 1.1483 | 1.1663 | 1.6008 | 0.7931 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Losing Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Profitability (%) | 55.2036 | 55.2036 | 55.2036 | 55.2036 | 55.2036 | 55.2036 |
Ratio Avg Win / Avg Loss | 1.3194 | 1.7071 | 0.9318 | 0.9464 | 1.299 | 0.6436 |
Largest Winning Trade | 181286 | 181286 | 44305 | 4142101 | 4142101 | 1042373 |
Largest Losing Trade | -48323 | -28135 | -48323 | -2417106 | -1253293 | -2417106 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 9764 | 5119 | 4645 | 9764 | 5119 | 4645 |
Profit Streak | 33.9116 | 0 | 36.9116 | 33.9116 | 0 | 36.9116 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131241 | -151543 | -365760 | -27806 | 408074 | -578234 |
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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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