Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016455.5394 | 963898.4155 | 52557.1238 | 3245881.5577 | 7784854.0228 | -4538972.4651 |
Total P&L (%) | 1016.4555 | 963.8984 | 52.5571 | 3245.8816 | 7784.854 | -4538.9725 |
Avg Daily Profit (%) | 0.5533 | 0.5247 | 0.0286 | 0.1913 | 0.238 | 0 |
Buy And Hold Return (%) | 686.2821 | 686.2821 | 686.2821 | 686.2821 | 686.2821 | 686.2821 |
Max Trade Drawdown | -146145 | -60593 | -121362 | -3897479 | -1812529 | -5150873 |
Profit Factor | 1.7206 | 2.5296 | 1.0673 | 1.0826 | 1.4479 | 0.7929 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 224 | 113 | 111 | 224 | 113 | 111 |
Losing Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Profitability (%) | 53.5885 | 54.067 | 53.11 | 53.5885 | 54.067 | 53.11 |
Ratio Avg Win / Avg Loss | 1.4902 | 2.1491 | 0.9423 | 0.9376 | 1.2301 | 0.7 |
Largest Winning Trade | 570858 | 570858 | 68284 | 2777007 | 2777007 | 1476914 |
Largest Losing Trade | -29353 | -24707 | -29353 | -1173594 | -995210 | -1173594 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 10899 | 5262 | 5637 | 10899 | 5262 | 5637 |
Profit Streak | 0 | 0 | 10.3254 | 0 | 0 | 10.3254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 1242 | -22947 | -466677 | -122013 | 384983 | -578902 |
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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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