Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544750.5065 | 583950.8401 | -39200.3336 | 17650.5738 | 3496147.7602 | -3478497.1864 |
Total P&L (%) | 544.7505 | 583.9508 | -39.2003 | 17.6506 | 3496.1478 | -3478.4972 |
Avg Daily Profit (%) | 0.2615 | 0.2803 | -0.0188 | 0.0078 | 0.1721 | 0 |
Buy And Hold Return (%) | 128.9086 | 128.9086 | 128.9086 | 128.9086 | 128.9086 | 128.9086 |
Max Trade Drawdown | -259124 | -138359 | -210775 | -10567381 | -6752368 | -4536514 |
Profit Factor | 1.2096 | 1.3692 | 0.9615 | 1.0008 | 1.2618 | 0.6043 |
Total Trades | 763 | 382 | 381 | 763 | 382 | 381 |
Winning Trades | 352 | 177 | 175 | 352 | 177 | 175 |
Losing Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Profitability (%) | 46.1337 | 46.3351 | 45.9318 | 46.1337 | 46.3351 | 45.9318 |
Ratio Avg Win / Avg Loss | 1.4123 | 1.5858 | 1.1318 | 1.1685 | 1.4614 | 0.7114 |
Largest Winning Trade | 154137 | 154137 | 53817 | 4422658 | 4422658 | 1163043 |
Largest Losing Trade | -48814 | -34382 | -48814 | -2512157 | -2512157 | -1029068 |
Avg Bars in Trades | 32 | 42 | 23 | 32 | 42 | 23 |
Avg Bars in Winners | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Losers | 27 | 36 | 18 | 27 | 36 | 18 |
Bars Traded | 24894 | 16087 | 8807 | 24894 | 16087 | 8807 |
Profit Streak | 10.8262 | 10.8262 | 30.4928 | 10.8262 | 10.8262 | 30.4928 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347413 | 333062 | -577516 | -564253 | 299194 | -579183 |
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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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