Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906309.4312 | 786603.7976 | 119705.6336 | 7117678.9026 | 6194016.3495 | 923662.5531 |
Total P&L (%) | 906.3094 | 786.6038 | 119.7056 | 7117.6789 | 6194.0163 | 923.6626 |
Avg Daily Profit (%) | 0.3625 | 0.3146 | 0.0479 | 0.1713 | 0.1658 | 0.0931 |
Buy And Hold Return (%) | 489.7192 | 489.7192 | 489.7192 | 489.7192 | 489.7192 | 489.7192 |
Max Trade Drawdown | -113673 | -80849 | -62203 | -1648211 | -817842 | -903103 |
Profit Factor | 1.7039 | 2.1515 | 1.198 | 1.7555 | 2.3586 | 1.19 |
Total Trades | 503 | 251 | 252 | 503 | 251 | 252 |
Winning Trades | 208 | 96 | 112 | 208 | 96 | 112 |
Losing Trades | 295 | 155 | 140 | 295 | 155 | 140 |
Profitability (%) | 41.3519 | 38.247 | 44.4444 | 41.3519 | 38.247 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4166 | 3.4738 | 1.4975 | 2.4897 | 3.8082 | 1.4874 |
Largest Winning Trade | 328900 | 328900 | 35026 | 3421952 | 3421952 | 659366 |
Largest Losing Trade | -22811 | -22811 | -20048 | -835240 | -407783 | -835240 |
Avg Bars in Trades | 14 | 20 | 9 | 14 | 20 | 9 |
Avg Bars in Winners | 20 | 30 | 11 | 20 | 30 | 11 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 7431 | 5030 | 2401 | 7431 | 5030 | 2401 |
Profit Streak | 17.7862 | 0 | 39.1195 | 17.7862 | 0 | 39.1195 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 175675 | 2184 | -297129 | 404271 | 313294 | -87210 |
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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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