Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600125.5921 | 711542.981 | -111417.3889 | -75943.3496 | 272794.0977 | -348737.4473 |
Total P&L (%) | 600.1256 | 711.543 | -111.4174 | -75.9434 | 272.7941 | -348.7374 |
Avg Daily Profit (%) | 0.2881 | 0.3415 | -0.0535 | -0.0684 | 0.0632 | 0 |
Buy And Hold Return (%) | 87.4494 | 87.4494 | 87.4494 | 87.4494 | 87.4494 | 87.4494 |
Max Trade Drawdown | -209680 | -144281 | -309960 | -499718 | -282985 | -576196 |
Profit Factor | 1.2193 | 1.5425 | 0.9218 | 0.9815 | 1.1418 | 0.8409 |
Total Trades | 960 | 480 | 480 | 960 | 480 | 480 |
Winning Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Losing Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Profitability (%) | 44.0625 | 43.9583 | 44.1667 | 44.0625 | 43.9583 | 44.1667 |
Ratio Avg Win / Avg Loss | 1.5478 | 1.9665 | 1.1653 | 1.2461 | 1.4557 | 1.063 |
Largest Winning Trade | 565607 | 565607 | 50772 | 425387 | 425387 | 70272 |
Largest Losing Trade | -29038 | -21518 | -29038 | -93365 | -44774 | -93365 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 24904 | 12230 | 12674 | 24904 | 12230 | 12674 |
Profit Streak | 9.105 | 9.105 | 12.5216 | 9.105 | 9.105 | 12.5216 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518054 | 465116 | -577640 | -574121 | -175122 | -577640 |
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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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