Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496033.4156 | 1531240.7652 | -35207.3496 | -37663.2418 | -502374.1254 | 464710.8836 |
Total P&L (%) | 1496.0334 | 1531.2408 | -35.2074 | -37.6632 | -502.3741 | 464.7109 |
Avg Daily Profit (%) | 0.8062 | 0.8252 | -0.019 | -0.0255 | 0 | 0.0933 |
Buy And Hold Return (%) | 37.8734 | 37.8734 | 37.8734 | 37.8734 | 37.8734 | 37.8734 |
Max Trade Drawdown | -228648 | -203489 | -90175 | -1382333 | -1534815 | -482656 |
Profit Factor | 2.4535 | 3.3178 | 0.9045 | 0.9929 | 0.8609 | 1.2779 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 130 | 74 | 56 | 130 | 74 | 56 |
Profitability (%) | 45.1477 | 37.8151 | 52.5424 | 45.1477 | 37.8151 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.9809 | 5.4559 | 0.817 | 1.2063 | 1.4157 | 1.1542 |
Largest Winning Trade | 1620152 | 1620152 | 35442 | 504921 | 504921 | 314936 |
Largest Losing Trade | -45768 | -28802 | -45768 | -398688 | -357346 | -398688 |
Avg Bars in Trades | 23 | 36 | 9 | 23 | 36 | 9 |
Avg Bars in Winners | 25 | 47 | 9 | 25 | 47 | 9 |
Avg Bars in Losers | 21 | 29 | 9 | 21 | 29 | 9 |
Bars Traded | 5473 | 4348 | 1125 | 5473 | 4348 | 1125 |
Profit Streak | 0 | 0 | 22.2195 | 0 | 0 | 22.2195 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629199 | 523962 | -579862 | -579480 | -584087 | -67498 |
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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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