Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974619.0214 | 913251.8082 | 61367.2132 | 540519.6757 | 669378.2262 | -128858.5505 |
Total P&L (%) | 974.619 | 913.2518 | 61.3672 | 540.5197 | 669.3782 | -128.8586 |
Avg Daily Profit (%) | 0.4679 | 0.4384 | 0.0295 | 0.0892 | 0.098 | 0 |
Buy And Hold Return (%) | 90.4494 | 90.4494 | 90.4494 | 90.4494 | 90.4494 | 90.4494 |
Max Trade Drawdown | -213941 | -149176 | -199669 | -6180917 | -4422754 | -1988849 |
Profit Factor | 1.4358 | 1.8128 | 1.0552 | 1.0178 | 1.0412 | 0.9909 |
Total Trades | 817 | 408 | 409 | 817 | 408 | 409 |
Winning Trades | 370 | 173 | 197 | 370 | 173 | 197 |
Losing Trades | 447 | 235 | 212 | 447 | 235 | 212 |
Profitability (%) | 45.2876 | 42.402 | 48.1663 | 45.2876 | 42.402 | 48.1663 |
Ratio Avg Win / Avg Loss | 1.7346 | 2.4625 | 1.1355 | 1.2296 | 1.4143 | 1.0663 |
Largest Winning Trade | 559291 | 559291 | 44500 | 2948718 | 2948718 | 776937 |
Largest Losing Trade | -29122 | -25798 | -29122 | -882165 | -882165 | -645082 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 24645 | 11884 | 12761 | 24645 | 11884 | 12761 |
Profit Streak | 17.4545 | 0 | 18.7878 | 17.4545 | 0 | 18.7878 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552790 | 446932 | -477728 | -272072 | -238060 | -577681 |
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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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