Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576008.3213 | 564055.8464 | 11952.4749 | 86003.6537 | 58501.5786 | 27502.0751 |
Total P&L (%) | 576.0083 | 564.0558 | 11.9525 | 86.0037 | 58.5016 | 27.5021 |
Avg Daily Profit (%) | 0.3112 | 0.3048 | 0.0065 | 0.0335 | 0.0249 | 0.0131 |
Buy And Hold Return (%) | 42.5393 | 42.5393 | 42.5393 | 42.5393 | 42.5393 | 42.5393 |
Max Trade Drawdown | -197352 | -195442 | -85831 | -8709644 | -7346420 | -2396622 |
Profit Factor | 1.2747 | 1.3542 | 1.0237 | 1.0019 | 1.0017 | 1.0028 |
Total Trades | 763 | 381 | 382 | 763 | 381 | 382 |
Winning Trades | 382 | 181 | 201 | 382 | 181 | 201 |
Losing Trades | 381 | 200 | 181 | 381 | 200 | 181 |
Profitability (%) | 50.0655 | 47.5066 | 52.6178 | 50.0655 | 47.5066 | 52.6178 |
Ratio Avg Win / Avg Loss | 1.2714 | 1.4964 | 0.9218 | 0.9993 | 1.1068 | 0.903 |
Largest Winning Trade | 100690 | 100690 | 13575 | 3251109 | 3251109 | 805514 |
Largest Losing Trade | -58620 | -58620 | -18084 | -1767018 | -1767018 | -815669 |
Avg Bars in Trades | 28 | 54 | 3 | 28 | 54 | 3 |
Avg Bars in Winners | 28 | 55 | 3 | 28 | 55 | 3 |
Avg Bars in Losers | 29 | 53 | 3 | 29 | 53 | 3 |
Bars Traded | 22122 | 20748 | 1374 | 22122 | 20748 | 1374 |
Profit Streak | 4.5325 | 0 | 4.7825 | 4.5325 | 0 | 4.7825 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484802 | 353339 | -543075 | -370375 | -426889 | -557148 |
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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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