Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912838.8676 | 774863.3099 | 137975.5578 | 6629301.9527 | 10386506.2548 | -3757204.3021 |
Total P&L (%) | 912.8389 | 774.8633 | 137.9756 | 6629.302 | 10386.5063 | -3757.2043 |
Avg Daily Profit (%) | 0.4142 | 0.3516 | 0.0626 | 0.1912 | 0.2114 | 0 |
Buy And Hold Return (%) | 471.8933 | 471.8933 | 471.8933 | 471.8933 | 471.8933 | 471.8933 |
Max Trade Drawdown | -104777 | -98331 | -138785 | -9267233 | -4803362 | -6288897 |
Profit Factor | 1.6612 | 2.1443 | 1.1962 | 1.2441 | 1.8893 | 0.7573 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 183 | 83 | 100 | 183 | 83 | 100 |
Losing Trades | 239 | 128 | 111 | 239 | 128 | 111 |
Profitability (%) | 43.3649 | 39.3365 | 47.3934 | 43.3649 | 39.3365 | 47.3934 |
Ratio Avg Win / Avg Loss | 2.1696 | 3.3068 | 1.3277 | 1.6248 | 2.9136 | 0.8406 |
Largest Winning Trade | 198454 | 198454 | 45829 | 6456634 | 6456634 | 3255046 |
Largest Losing Trade | -76453 | -19789 | -76453 | -2770815 | -1736681 | -2770815 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 20 | 17 | 22 | 20 | 17 | 22 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 6577 | 2817 | 3760 | 6577 | 2817 | 3760 |
Profit Streak | 8.1263 | 17.793 | 8.1263 | 8.1263 | 17.793 | 8.1263 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257364 | 67801 | -279354 | 369917 | 340838 | -580291 |
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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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