Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713630.4538 | 644573.0695 | 69057.3842 | 731726.774 | 3763792.2529 | -3032065.4789 |
Total P&L (%) | 713.6305 | 644.5731 | 69.0574 | 731.7268 | 3763.7923 | -3032.0655 |
Avg Daily Profit (%) | 0.3425 | 0.3094 | 0.0331 | 0.1017 | 0.1756 | 0 |
Buy And Hold Return (%) | 83.6007 | 83.6007 | 83.6007 | 83.6007 | 83.6007 | 83.6007 |
Max Trade Drawdown | -173309 | -113264 | -203737 | -6045831 | -1648475 | -5114626 |
Profit Factor | 1.3973 | 1.7957 | 1.07 | 1.0302 | 1.3838 | 0.7898 |
Total Trades | 469 | 235 | 234 | 469 | 235 | 234 |
Winning Trades | 243 | 127 | 116 | 243 | 127 | 116 |
Losing Trades | 226 | 108 | 118 | 226 | 108 | 118 |
Profitability (%) | 51.8124 | 54.0426 | 49.5727 | 51.8124 | 54.0426 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.2995 | 1.5271 | 1.0885 | 0.9581 | 1.1768 | 0.8034 |
Largest Winning Trade | 103377 | 103377 | 64550 | 1942659 | 1942659 | 763448 |
Largest Losing Trade | -56013 | -40474 | -56013 | -2625527 | -607652 | -2625527 |
Avg Bars in Trades | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Winners | 55 | 40 | 72 | 55 | 40 | 72 |
Avg Bars in Losers | 49 | 43 | 54 | 49 | 43 | 54 |
Bars Traded | 24661 | 9774 | 14887 | 24661 | 9774 | 14887 |
Profit Streak | 18.9812 | 18.9812 | 22.5646 | 18.9812 | 18.9812 | 22.5646 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492686 | 508925 | -455925 | -241975 | 366580 | -578809 |
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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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