Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436581.2304 | 433717.7398 | 2863.4906 | 197961.0337 | 2300218.4914 | -2102257.4576 |
Total P&L (%) | 436.5812 | 433.7177 | 2.8635 | 197.961 | 2300.2185 | -2102.2575 |
Avg Daily Profit (%) | 0.2394 | 0.2378 | 0.0016 | 0.0599 | 0.1744 | 0 |
Buy And Hold Return (%) | 175.5744 | 175.5744 | 175.5744 | 175.5744 | 175.5744 | 175.5744 |
Max Trade Drawdown | -199023 | -160928 | -114281 | -2771855 | -1522491 | -2574350 |
Profit Factor | 1.2695 | 1.4001 | 1.0053 | 1.0155 | 1.3084 | 0.6049 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 448 | 236 | 212 | 448 | 236 | 212 |
Losing Trades | 185 | 80 | 105 | 185 | 80 | 105 |
Profitability (%) | 70.7741 | 74.6835 | 66.877 | 70.7741 | 74.6835 | 66.877 |
Ratio Avg Win / Avg Loss | 0.5242 | 0.4746 | 0.4979 | 0.4193 | 0.4435 | 0.2996 |
Largest Winning Trade | 45180 | 45180 | 21615 | 498809 | 498809 | 184219 |
Largest Losing Trade | -58014 | -49695 | -58014 | -1359920 | -1064925 | -1359920 |
Avg Bars in Trades | 17 | 30 | 3 | 17 | 30 | 3 |
Avg Bars in Winners | 8 | 12 | 2 | 8 | 12 | 2 |
Avg Bars in Losers | 39 | 82 | 6 | 39 | 82 | 6 |
Bars Traded | 10869 | 9687 | 1182 | 10869 | 9687 | 1182 |
Profit Streak | 10.2191 | 10.2191 | 22.2191 | 10.2191 | 10.2191 | 22.2191 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395714 | 327509 | -567689 | -435774 | 437957 | -575657 |
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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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