Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871381.8254 | 770485.3739 | 100896.4516 | 6521428.8643 | 7412523.9128 | -891095.0485 |
Total P&L (%) | 871.3818 | 770.4854 | 100.8965 | 6521.4289 | 7412.5239 | -891.095 |
Avg Daily Profit (%) | 0.3485 | 0.3082 | 0.0404 | 0.1678 | 0.1729 | 0 |
Buy And Hold Return (%) | 719.387 | 719.387 | 719.387 | 719.387 | 719.387 | 719.387 |
Max Trade Drawdown | -92776 | -68634 | -85106 | -2314211 | -1337093 | -1370275 |
Profit Factor | 1.8779 | 2.5363 | 1.2055 | 1.564 | 2.3209 | 0.8503 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 216 | 111 | 105 | 216 | 111 | 105 |
Profitability (%) | 42.246 | 40.6417 | 43.8503 | 42.246 | 40.6417 | 43.8503 |
Ratio Avg Win / Avg Loss | 2.5672 | 3.7043 | 1.5436 | 2.1381 | 3.3897 | 1.0887 |
Largest Winning Trade | 306476 | 306476 | 35026 | 4947202 | 4947202 | 608152 |
Largest Losing Trade | -45004 | -31888 | -45004 | -605200 | -605200 | -592078 |
Avg Bars in Trades | 19 | 24 | 15 | 19 | 24 | 15 |
Avg Bars in Winners | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 7365 | 4499 | 2866 | 7365 | 4499 | 2866 |
Profit Streak | 0 | 19.9831 | 0 | 0 | 19.9831 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87955 | -132264 | -305853 | 352394 | 354357 | -580801 |
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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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