Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600101.6736 | 519528.6989 | 80572.9747 | 3983660.678 | 3227121.8975 | 756538.7805 |
Total P&L (%) | 600.1017 | 519.5287 | 80.573 | 3983.6607 | 3227.1219 | 756.5388 |
Avg Daily Profit (%) | 0.24 | 0.2078 | 0.0322 | 0.1485 | 0.1403 | 0.0859 |
Buy And Hold Return (%) | 868.3943 | 868.3943 | 868.3943 | 868.3943 | 868.3943 | 868.3943 |
Max Trade Drawdown | -107725 | -92428 | -88984 | -1503924 | -907208 | -1276222 |
Profit Factor | 1.6126 | 2.1755 | 1.1499 | 1.6233 | 2.21 | 1.2031 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 255 | 135 | 120 | 255 | 135 | 120 |
Losing Trades | 154 | 69 | 85 | 154 | 69 | 85 |
Profitability (%) | 62.3472 | 66.1765 | 58.5366 | 62.3472 | 66.1765 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.9739 | 1.1119 | 0.8145 | 0.9804 | 1.1296 | 0.8522 |
Largest Winning Trade | 73090 | 73090 | 24784 | 811110 | 811110 | 318710 |
Largest Losing Trade | -54040 | -54040 | -29609 | -733900 | -733900 | -608967 |
Avg Bars in Trades | 17 | 26 | 7 | 17 | 26 | 7 |
Avg Bars in Winners | 12 | 15 | 8 | 12 | 15 | 8 |
Avg Bars in Losers | 25 | 49 | 5 | 25 | 49 | 5 |
Bars Traded | 6977 | 5465 | 1512 | 6977 | 5465 | 1512 |
Profit Streak | 22.4833 | 0 | 23.4833 | 22.4833 | 0 | 23.4833 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152559 | -151758 | -370502 | 314467 | -1859 | -243314 |
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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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