Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760367.7275 | 678441.5966 | 81926.1309 | 5285721.7746 | 6659755.4395 | -1374033.6649 |
Total P&L (%) | 760.3677 | 678.4416 | 81.9261 | 5285.7218 | 6659.7554 | -1374.0337 |
Avg Daily Profit (%) | 0.3041 | 0.2713 | 0.0328 | 0.1595 | 0.1687 | 0 |
Buy And Hold Return (%) | 735.8979 | 735.8979 | 735.8979 | 735.8979 | 735.8979 | 735.8979 |
Max Trade Drawdown | -119310 | -70198 | -72727 | -4293655 | -1996465 | -3091505 |
Profit Factor | 1.4959 | 1.9304 | 1.1019 | 1.2258 | 1.6492 | 0.8955 |
Total Trades | 676 | 338 | 338 | 676 | 338 | 338 |
Winning Trades | 258 | 124 | 134 | 258 | 124 | 134 |
Losing Trades | 418 | 214 | 204 | 418 | 214 | 204 |
Profitability (%) | 38.1657 | 36.6864 | 39.645 | 38.1657 | 36.6864 | 39.645 |
Ratio Avg Win / Avg Loss | 2.4235 | 3.3315 | 1.6775 | 1.986 | 2.8462 | 1.3633 |
Largest Winning Trade | 176263 | 176263 | 48745 | 2557113 | 2557113 | 1125900 |
Largest Losing Trade | -33448 | -29660 | -33448 | -1594474 | -820993 | -1594474 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4953 | 2469 | 2484 | 4953 | 2469 | 2484 |
Profit Streak | 19.2155 | 19.2155 | 21.7155 | 19.2155 | 19.2155 | 21.7155 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143841 | -156593 | -424244 | 313407 | 279496 | -581098 |
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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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