Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411795.313 | 1385136.4579 | 26658.8551 | 682003.8324 | 749902.2399 | -67898.4076 |
Total P&L (%) | 1411.7953 | 1385.1365 | 26.6589 | 682.0038 | 749.9022 | -67.8984 |
Avg Daily Profit (%) | 0.6225 | 0.6107 | 0.0118 | 0.0907 | 0.0944 | -0.0501 |
Buy And Hold Return (%) | 285.4396 | 285.4396 | 285.4396 | 285.4396 | 285.4396 | 285.4396 |
Max Trade Drawdown | -135731 | -114416 | -151714 | -3450245 | -2720837 | -2119978 |
Profit Factor | 1.8174 | 2.668 | 1.0297 | 1.033 | 1.074 | 0.9935 |
Total Trades | 517 | 259 | 258 | 517 | 259 | 258 |
Winning Trades | 248 | 112 | 136 | 248 | 112 | 136 |
Losing Trades | 269 | 147 | 122 | 269 | 147 | 122 |
Profitability (%) | 47.9691 | 43.2432 | 52.7132 | 47.9691 | 43.2432 | 52.7132 |
Ratio Avg Win / Avg Loss | 1.9712 | 3.5018 | 0.9237 | 1.1205 | 1.4096 | 0.8913 |
Largest Winning Trade | 1024326 | 1024326 | 29882 | 2201515 | 2201515 | 480702 |
Largest Losing Trade | -44675 | -32343 | -44675 | -1275298 | -1275298 | -1084039 |
Avg Bars in Trades | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4427 | 2511 | 1916 | 4427 | 2511 | 1916 |
Profit Streak | 6.395 | 9.895 | 0 | 6.395 | 9.895 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597465 | 514328 | -530985 | -257018 | -210018 | -579354 |
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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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