Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641518.2422 | 604203.2381 | 37315.0041 | 272723.237 | 207994.0493 | 64729.1877 |
Total P&L (%) | 641.5182 | 604.2032 | 37.315 | 272.7232 | 207.994 | 64.7292 |
Avg Daily Profit (%) | 0.3079 | 0.29 | 0.0179 | 0.0632 | 0.054 | 0.024 |
Buy And Hold Return (%) | 77.0465 | 77.0465 | 77.0465 | 77.0465 | 77.0465 | 77.0465 |
Max Trade Drawdown | -168363 | -129600 | -113909 | -4752530 | -3743744 | -1571931 |
Profit Factor | 1.5753 | 2.0281 | 1.0708 | 1.0182 | 1.0245 | 1.0099 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
Profitability (%) | 37.3494 | 34.3373 | 40.3614 | 37.3494 | 34.3373 | 40.3614 |
Ratio Avg Win / Avg Loss | 2.6425 | 3.8783 | 1.5822 | 1.7079 | 1.9591 | 1.4923 |
Largest Winning Trade | 315004 | 315004 | 42239 | 2536971 | 2536971 | 1520927 |
Largest Losing Trade | -26461 | -25055 | -26461 | -681114 | -617285 | -681114 |
Avg Bars in Trades | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Winners | 119 | 112 | 124 | 119 | 112 | 124 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 24486 | 11480 | 13006 | 24486 | 11480 | 13006 |
Profit Streak | 12.1352 | 12.1352 | 24.3852 | 12.1352 | 12.1352 | 24.3852 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350630 | 270212 | -479170 | -312747 | -321784 | -539152 |
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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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