Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915286.0138 | 798413.4625 | 116872.5512 | 6901501.6645 | 6168384.0958 | 733117.5687 |
Total P&L (%) | 915.286 | 798.4135 | 116.8726 | 6901.5017 | 6168.3841 | 733.1176 |
Avg Daily Profit (%) | 0.3661 | 0.3193 | 0.0467 | 0.1701 | 0.1656 | 0.0848 |
Buy And Hold Return (%) | 468.1255 | 468.1255 | 468.1255 | 468.1255 | 468.1255 | 468.1255 |
Max Trade Drawdown | -129401 | -85328 | -69296 | -1694026 | -1351185 | -840048 |
Profit Factor | 1.6758 | 2.1309 | 1.1803 | 1.711 | 2.2935 | 1.1485 |
Total Trades | 555 | 277 | 278 | 555 | 277 | 278 |
Winning Trades | 225 | 103 | 122 | 225 | 103 | 122 |
Losing Trades | 330 | 174 | 156 | 330 | 174 | 156 |
Profitability (%) | 40.5405 | 37.1841 | 43.8849 | 40.5405 | 37.1841 | 43.8849 |
Ratio Avg Win / Avg Loss | 2.4579 | 3.5998 | 1.5092 | 2.5095 | 3.8744 | 1.4686 |
Largest Winning Trade | 328900 | 328900 | 49997 | 3456699 | 3456699 | 462482 |
Largest Losing Trade | -30505 | -30505 | -20048 | -734823 | -531576 | -734823 |
Avg Bars in Trades | 13 | 18 | 8 | 13 | 18 | 8 |
Avg Bars in Winners | 18 | 29 | 9 | 18 | 29 | 9 |
Avg Bars in Losers | 9 | 12 | 7 | 9 | 12 | 7 |
Bars Traded | 7448 | 5157 | 2291 | 7448 | 5157 | 2291 |
Profit Streak | 21.3353 | 21.3353 | 37.002 | 21.3353 | 21.3353 | 37.002 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 230788 | 35883 | -317145 | 431675 | 318556 | -146030 |
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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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