Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674921.3451 | 520505.3351 | 154416.01 | 2526451.3198 | 2015554.3092 | 510897.0106 |
Total P&L (%) | 674.9213 | 520.5053 | 154.416 | 2526.4513 | 2015.5543 | 510.897 |
Avg Daily Profit (%) | 0.2827 | 0.218 | 0.0647 | 0.137 | 0.1279 | 0.0758 |
Buy And Hold Return (%) | 77.2753 | 77.2753 | 77.2753 | 77.2753 | 77.2753 | 77.2753 |
Max Trade Drawdown | -116421 | -64289 | -95406 | -2772428 | -1443764 | -2397991 |
Profit Factor | 1.463 | 1.8361 | 1.1849 | 1.1552 | 1.2733 | 1.0574 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Losing Trades | 201 | 97 | 104 | 201 | 97 | 104 |
Profitability (%) | 51.4493 | 53.1401 | 49.7585 | 51.4493 | 53.1401 | 49.7585 |
Ratio Avg Win / Avg Loss | 1.3806 | 1.6191 | 1.1964 | 1.0901 | 1.1229 | 1.0676 |
Largest Winning Trade | 60482 | 60482 | 48337 | 828935 | 828935 | 700773 |
Largest Losing Trade | -63902 | -40463 | -63902 | -878020 | -671133 | -878020 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 7025 | 3261 | 3764 | 7025 | 3261 | 3764 |
Profit Streak | 3.5902 | 10.2568 | 0 | 3.5902 | 10.2568 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426800 | 497275 | -129921 | -57537 | -19596 | -248258 |
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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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