Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586558.6837 | 1583905.5213 | 2653.1624 | 584006.7364 | -538279.9968 | 1122286.7333 |
Total P&L (%) | 1586.5587 | 1583.9055 | 2.6532 | 584.0067 | -538.28 | 1122.2867 |
Avg Daily Profit (%) | 0.884 | 0.8826 | 0.0015 | 0.1072 | 0 | 0.1396 |
Buy And Hold Return (%) | 362.578 | 362.578 | 362.578 | 362.578 | 362.578 | 362.578 |
Max Trade Drawdown | -102096 | -155852 | -134026 | -2188134 | -3093354 | -926278 |
Profit Factor | 2.226 | 3.3724 | 1.0042 | 1.0376 | 0.9367 | 1.1593 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 185 | 83 | 102 | 185 | 83 | 102 |
Losing Trades | 244 | 131 | 113 | 244 | 131 | 113 |
Profitability (%) | 43.1235 | 38.785 | 47.4419 | 43.1235 | 38.785 | 47.4419 |
Ratio Avg Win / Avg Loss | 2.9359 | 5.3226 | 1.1125 | 1.3685 | 1.4784 | 1.2843 |
Largest Winning Trade | 1350989 | 1350989 | 54600 | 1239583 | 1239583 | 616692 |
Largest Losing Trade | -30551 | -30551 | -25537 | -489841 | -294860 | -489841 |
Avg Bars in Trades | 49 | 41 | 58 | 49 | 41 | 58 |
Avg Bars in Winners | 80 | 69 | 88 | 80 | 69 | 88 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 21310 | 8802 | 12508 | 21310 | 8802 | 12508 |
Profit Streak | 0.97 | 0 | 13.5534 | 0.97 | 0 | 13.5534 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437869 | 503811 | -571829 | -241580 | -582908 | -53995 |
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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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