Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740798.8205 | 594653.3225 | 146145.498 | 5487786.6444 | 6443176.8936 | -955390.2492 |
Total P&L (%) | 740.7988 | 594.6533 | 146.1455 | 5487.7866 | 6443.1769 | -955.3902 |
Avg Daily Profit (%) | 0.3096 | 0.2485 | 0.0611 | 0.1683 | 0.1749 | 0 |
Buy And Hold Return (%) | 86.9486 | 86.9486 | 86.9486 | 86.9486 | 86.9486 | 86.9486 |
Max Trade Drawdown | -93864 | -79701 | -103235 | -3924653 | -2223716 | -3401824 |
Profit Factor | 1.4123 | 1.6889 | 1.1565 | 1.1457 | 1.3653 | 0.9523 |
Total Trades | 837 | 419 | 418 | 837 | 419 | 418 |
Winning Trades | 256 | 136 | 120 | 256 | 136 | 120 |
Losing Trades | 581 | 283 | 298 | 581 | 283 | 298 |
Profitability (%) | 30.5854 | 32.4582 | 28.7081 | 30.5854 | 32.4582 | 28.7081 |
Ratio Avg Win / Avg Loss | 3.2052 | 3.5143 | 2.8721 | 2.6001 | 2.841 | 2.3649 |
Largest Winning Trade | 161351 | 161351 | 49481 | 3449749 | 3449749 | 835049 |
Largest Losing Trade | -19496 | -17207 | -19496 | -671703 | -548805 | -671703 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 14180 | 7434 | 6745 | 14180 | 7434 | 6745 |
Profit Streak | 10.0989 | 10.2655 | 0 | 10.0989 | 10.2655 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310190 | 262545 | -179169 | -53667 | 185934 | -589564 |
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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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