Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698982.4177 | 564799.7144 | 134182.7033 | 3066183.9014 | 6408860.8846 | -3342676.9832 |
Total P&L (%) | 698.9824 | 564.7997 | 134.1827 | 3066.1839 | 6408.8609 | -3342.677 |
Avg Daily Profit (%) | 0.3355 | 0.2711 | 0.0644 | 0.166 | 0.2006 | 0 |
Buy And Hold Return (%) | 60.8081 | 60.8081 | 60.8081 | 60.8081 | 60.8081 | 60.8081 |
Max Trade Drawdown | -132403 | -62860 | -110175 | -13646864 | -6494916 | -10536277 |
Profit Factor | 1.5757 | 2.1234 | 1.1886 | 1.0481 | 1.255 | 0.9135 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 151 | 72 | 79 | 151 | 72 | 79 |
Losing Trades | 272 | 140 | 132 | 272 | 140 | 132 |
Profitability (%) | 35.6974 | 33.9623 | 37.4408 | 35.6974 | 33.9623 | 37.4408 |
Ratio Avg Win / Avg Loss | 2.8384 | 4.1288 | 1.9861 | 1.888 | 2.4403 | 1.5263 |
Largest Winning Trade | 240408 | 240408 | 38308 | 6105534 | 6105534 | 2932789 |
Largest Losing Trade | -36188 | -20026 | -36188 | -4510293 | -1807901 | -4510293 |
Avg Bars in Trades | 58 | 45 | 71 | 58 | 45 | 71 |
Avg Bars in Winners | 104 | 80 | 125 | 104 | 80 | 125 |
Avg Bars in Losers | 32 | 27 | 38 | 32 | 27 | 38 |
Bars Traded | 24632 | 9636 | 14996 | 24632 | 9636 | 14996 |
Profit Streak | 43.835 | 43.835 | 46.335 | 43.835 | 43.835 | 46.335 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367957 | 287585 | -127713 | -160618 | 153647 | -581347 |
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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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