Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742190.6947 | 624250.7778 | 117939.9169 | 5313966.0943 | 4564833.2324 | 749132.8619 |
Total P&L (%) | 742.1907 | 624.2508 | 117.9399 | 5313.9661 | 4564.8332 | 749.1329 |
Avg Daily Profit (%) | 0.3563 | 0.2996 | 0.0566 | 0.1918 | 0.1846 | 0.1027 |
Buy And Hold Return (%) | 358.8806 | 358.8806 | 358.8806 | 358.8806 | 358.8806 | 358.8806 |
Max Trade Drawdown | -130582 | -108103 | -62584 | -2276546 | -1485075 | -1262129 |
Profit Factor | 1.6402 | 2.0784 | 1.2032 | 1.4079 | 1.7087 | 1.1137 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 173 | 78 | 95 | 173 | 78 | 95 |
Losing Trades | 251 | 134 | 117 | 251 | 134 | 117 |
Profitability (%) | 40.8019 | 36.7925 | 44.8113 | 40.8019 | 36.7925 | 44.8113 |
Ratio Avg Win / Avg Loss | 2.3797 | 3.5706 | 1.4818 | 2.0427 | 2.9355 | 1.3717 |
Largest Winning Trade | 167134 | 167134 | 38808 | 2167767 | 2167767 | 524972 |
Largest Losing Trade | -39338 | -16309 | -39338 | -561914 | -374676 | -561914 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Losers | 35 | 40 | 29 | 35 | 40 | 29 |
Bars Traded | 24718 | 12795 | 11923 | 24718 | 12795 | 11923 |
Profit Streak | 41.1182 | 41.1182 | 41.6182 | 41.1182 | 41.1182 | 41.6182 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222761 | 22323 | -284086 | 358769 | 271784 | -157608 |
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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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