Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800700.6769 | 694137.3852 | 106563.2918 | 9466735.0565 | 9412385.1711 | 54349.8853 |
Total P&L (%) | 800.7007 | 694.1374 | 106.5633 | 9466.7351 | 9412.3852 | 54.3499 |
Avg Daily Profit (%) | 0.3203 | 0.2777 | 0.0426 | 0.1826 | 0.1824 | 0.0174 |
Buy And Hold Return (%) | 740.5337 | 740.5337 | 740.5337 | 740.5337 | 740.5337 | 740.5337 |
Max Trade Drawdown | -75429 | -59243 | -77512 | -1810966 | -1077121 | -3221246 |
Profit Factor | 1.5531 | 1.9472 | 1.1491 | 1.3868 | 1.8215 | 1.0042 |
Total Trades | 826 | 413 | 413 | 826 | 413 | 413 |
Winning Trades | 282 | 138 | 144 | 282 | 138 | 144 |
Losing Trades | 544 | 275 | 269 | 544 | 275 | 269 |
Profitability (%) | 34.1404 | 33.414 | 34.8668 | 34.1404 | 33.414 | 34.8668 |
Ratio Avg Win / Avg Loss | 2.996 | 3.8802 | 2.1465 | 2.6753 | 3.6298 | 1.8759 |
Largest Winning Trade | 173964 | 173964 | 43330 | 3223490 | 3223490 | 1205398 |
Largest Losing Trade | -20837 | -17253 | -20837 | -730709 | -730709 | -672016 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 9894 | 5065 | 4829 | 9894 | 5065 | 4829 |
Profit Streak | 12.3943 | 17.1443 | 0 | 12.3943 | 17.1443 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129651 | -156879 | -361185 | 311624 | 282286 | -554259 |
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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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