Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074635.9294 | 1005998.3742 | 68637.5552 | 3204402.271 | 4905371.7457 | -1700969.4746 |
Total P&L (%) | 1074.6359 | 1005.9984 | 68.6376 | 3204.4023 | 4905.3717 | -1700.9695 |
Avg Daily Profit (%) | 0.4876 | 0.4564 | 0.0311 | 0.1588 | 0.1777 | 0 |
Buy And Hold Return (%) | 460.4495 | 460.4495 | 460.4495 | 460.4495 | 460.4495 | 460.4495 |
Max Trade Drawdown | -131359 | -105038 | -104441 | -6056349 | -3500799 | -2776917 |
Profit Factor | 1.8317 | 2.5525 | 1.1066 | 1.1683 | 1.5126 | 0.8204 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Losing Trades | 208 | 103 | 105 | 208 | 103 | 105 |
Profitability (%) | 46.3918 | 46.9072 | 45.8763 | 46.3918 | 46.9072 | 45.8763 |
Ratio Avg Win / Avg Loss | 2.1166 | 2.8891 | 1.3055 | 1.3501 | 1.712 | 0.9678 |
Largest Winning Trade | 497847 | 497847 | 63825 | 4652331 | 4652331 | 1301815 |
Largest Losing Trade | -52838 | -20863 | -52838 | -1816860 | -908016 | -1816860 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 8678 | 3996 | 4682 | 8678 | 3996 | 4682 |
Profit Streak | 7.5586 | 18.0586 | 7.5586 | 7.5586 | 18.0586 | 7.5586 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408663 | 343401 | -420554 | -25680 | 375874 | -580965 |
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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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