Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124274.4526 | 1025534.4493 | 98740.0033 | 4152046.7986 | 6311239.2943 | -2159192.4957 |
Total P&L (%) | 1124.2745 | 1025.5344 | 98.74 | 4152.0468 | 6311.2393 | -2159.1925 |
Avg Daily Profit (%) | 0.5121 | 0.4672 | 0.045 | 0.171 | 0.1897 | 0 |
Buy And Hold Return (%) | 527.7608 | 527.7608 | 527.7608 | 527.7608 | 527.7608 | 527.7608 |
Max Trade Drawdown | -112515 | -118332 | -97194 | -9006573 | -4200349 | -5118500 |
Profit Factor | 1.7426 | 2.3906 | 1.1272 | 1.1642 | 1.5689 | 0.8479 |
Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
Winning Trades | 264 | 134 | 130 | 264 | 134 | 130 |
Losing Trades | 296 | 146 | 150 | 296 | 146 | 150 |
Profitability (%) | 47.1429 | 47.8571 | 46.4286 | 47.1429 | 47.8571 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.9539 | 2.6047 | 1.3006 | 1.3053 | 1.7094 | 0.9784 |
Largest Winning Trade | 470752 | 470752 | 45157 | 5716576 | 5716576 | 1631500 |
Largest Losing Trade | -61024 | -28893 | -61024 | -3878222 | -1549598 | -3878222 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 8690 | 4119 | 4571 | 8690 | 4119 | 4571 |
Profit Streak | 0 | 0 | 34.9712 | 0 | 0 | 34.9712 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362931 | 286596 | -378905 | -30060 | 401089 | -580437 |
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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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