Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678860.8832 | 606519.6791 | 72341.2042 | 1430661.7192 | 2682667.4665 | -1252005.7473 |
Total P&L (%) | 678.8609 | 606.5197 | 72.3412 | 1430.6617 | 2682.6675 | -1252.0057 |
Avg Daily Profit (%) | 0.3259 | 0.2911 | 0.0347 | 0.131 | 0.1598 | 0 |
Buy And Hold Return (%) | 923.8741 | 923.8741 | 923.8741 | 923.8741 | 923.8741 | 923.8741 |
Max Trade Drawdown | -98958 | -71065 | -95494 | -3363769 | -1824468 | -2120128 |
Profit Factor | 1.407 | 1.7592 | 1.0833 | 1.1447 | 1.6085 | 0.7716 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 299 | 146 | 153 | 299 | 146 | 153 |
Losing Trades | 293 | 150 | 143 | 293 | 150 | 143 |
Profitability (%) | 50.5068 | 49.3243 | 51.6892 | 50.5068 | 49.3243 | 51.6892 |
Ratio Avg Win / Avg Loss | 1.3788 | 1.8074 | 1.0125 | 1.1217 | 1.6526 | 0.7211 |
Largest Winning Trade | 116887 | 116887 | 43374 | 1255499 | 1255499 | 446920 |
Largest Losing Trade | -77217 | -32047 | -77217 | -854189 | -689831 | -854189 |
Avg Bars in Trades | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Winners | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Losers | 38 | 33 | 43 | 38 | 33 | 43 |
Bars Traded | 24826 | 10236 | 14590 | 24826 | 10236 | 14590 |
Profit Streak | 5.3978 | 5.3978 | 6.2311 | 5.3978 | 5.3978 | 6.2311 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151589 | -152187 | -439324 | -84618 | 323292 | -578872 |
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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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