Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963632.217 | 822204.7729 | 141427.4441 | 11770121.785 | 11034805.3092 | 735316.4759 |
Total P&L (%) | 963.6322 | 822.2048 | 141.4274 | 11770.1218 | 11034.8053 | 735.3165 |
Avg Daily Profit (%) | 0.3854 | 0.3288 | 0.0566 | 0.1912 | 0.1887 | 0.0849 |
Buy And Hold Return (%) | 465.1072 | 465.1072 | 465.1072 | 465.1072 | 465.1072 | 465.1072 |
Max Trade Drawdown | -110005 | -72089 | -68627 | -3764514 | -1714702 | -2049811 |
Profit Factor | 1.7594 | 2.327 | 1.2178 | 1.6629 | 2.3265 | 1.0779 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Losing Trades | 301 | 156 | 145 | 301 | 156 | 145 |
Profitability (%) | 36.8973 | 34.4538 | 39.3305 | 36.8973 | 34.4538 | 39.3305 |
Ratio Avg Win / Avg Loss | 3.009 | 4.427 | 1.8785 | 2.844 | 4.426 | 1.6628 |
Largest Winning Trade | 328900 | 328900 | 40516 | 6258816 | 6258816 | 1485887 |
Largest Losing Trade | -20987 | -20987 | -20048 | -1598472 | -780410 | -1598472 |
Avg Bars in Trades | 15 | 18 | 12 | 15 | 18 | 12 |
Avg Bars in Winners | 25 | 34 | 17 | 25 | 34 | 17 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 7451 | 4477 | 2974 | 7451 | 4477 | 2974 |
Profit Streak | 13.9352 | 0 | 84.2686 | 13.9352 | 0 | 84.2686 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173547 | 1980 | -284194 | 337853 | 262548 | -224252 |
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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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