Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569110.2982 | 497792.9296 | 71317.3686 | 649652.1143 | 826444.7832 | -176792.669 |
Total P&L (%) | 569.1103 | 497.7929 | 71.3174 | 649.6521 | 826.4448 | -176.7927 |
Avg Daily Profit (%) | 0.2732 | 0.2389 | 0.0342 | 0.0967 | 0.1069 | 0 |
Buy And Hold Return (%) | 68.0801 | 68.0801 | 68.0801 | 68.0801 | 68.0801 | 68.0801 |
Max Trade Drawdown | -160881 | -95101 | -116581 | -5555405 | -3185861 | -4040116 |
Profit Factor | 1.3248 | 1.5528 | 1.0837 | 1.0148 | 1.0373 | 0.9918 |
Total Trades | 915 | 458 | 457 | 915 | 458 | 457 |
Winning Trades | 433 | 210 | 223 | 433 | 210 | 223 |
Losing Trades | 482 | 248 | 234 | 482 | 248 | 234 |
Profitability (%) | 47.3224 | 45.8515 | 48.7965 | 47.3224 | 45.8515 | 48.7965 |
Ratio Avg Win / Avg Loss | 1.4747 | 1.8338 | 1.1372 | 1.1297 | 1.225 | 1.0407 |
Largest Winning Trade | 225168 | 225168 | 31032 | 1392892 | 1392892 | 814631 |
Largest Losing Trade | -23658 | -14604 | -23658 | -1277732 | -773232 | -1277732 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 24823 | 11346 | 13477 | 24823 | 11346 | 13477 |
Profit Streak | 1.0751 | 1.5751 | 0 | 1.0751 | 1.5751 | 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 | 375850 | 314883 | -424954 | -266057 | -231278 | -577468 |
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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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