Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912270.5177 | 1101180.7042 | -188910.1865 | -97689.4487 | 443140.3677 | -540829.8164 |
Total P&L (%) | 912.2705 | 1101.1807 | -188.9102 | -97.6894 | 443.1404 | -540.8298 |
Avg Daily Profit (%) | 0.4915 | 0.5933 | -0.1018 | -0.2028 | 0.0912 | 0 |
Buy And Hold Return (%) | 30.2918 | 30.2918 | 30.2918 | 30.2918 | 30.2918 | 30.2918 |
Max Trade Drawdown | -550158 | -267652 | -321442 | -4100342 | -1935349 | -3045725 |
Profit Factor | 1.3867 | 1.9432 | 0.8415 | 0.993 | 1.0683 | 0.9267 |
Total Trades | 670 | 335 | 335 | 670 | 335 | 335 |
Winning Trades | 315 | 154 | 161 | 315 | 154 | 161 |
Losing Trades | 355 | 181 | 174 | 355 | 181 | 174 |
Profitability (%) | 47.0149 | 45.9701 | 48.0597 | 47.0149 | 45.9701 | 48.0597 |
Ratio Avg Win / Avg Loss | 1.5628 | 2.2839 | 0.9094 | 1.119 | 1.2556 | 1.0015 |
Largest Winning Trade | 1202465 | 1202465 | 40847 | 1177969 | 957038 | 1177969 |
Largest Losing Trade | -49622 | -49622 | -48774 | -1871609 | -664215 | -1871609 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 9 | 10 | 7 | 9 | 10 | 7 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5285 | 2830 | 2455 | 5285 | 2830 | 2455 |
Profit Streak | 3.9794 | 5.9794 | 0 | 3.9794 | 5.9794 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526760 | 565005 | -580058 | -576733 | -215951 | -578392 |
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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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