Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670480.3748 | 556686.5186 | 113793.8562 | 934177.9098 | 965166.4186 | -30988.5088 |
Total P&L (%) | 670.4804 | 556.6865 | 113.7939 | 934.1779 | 965.1664 | -30.9885 |
Avg Daily Profit (%) | 0.3218 | 0.2672 | 0.0546 | 0.1122 | 0.1136 | -0.0178 |
Buy And Hold Return (%) | 75.9122 | 75.9122 | 75.9122 | 75.9122 | 75.9122 | 75.9122 |
Max Trade Drawdown | -116971 | -79503 | -137639 | -2252045 | -1743950 | -1470010 |
Profit Factor | 1.4509 | 1.8295 | 1.1395 | 1.0821 | 1.1811 | 0.9949 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 298 | 139 | 159 | 298 | 139 | 159 |
Losing Trades | 292 | 156 | 136 | 292 | 156 | 136 |
Profitability (%) | 50.5085 | 47.1186 | 53.8983 | 50.5085 | 47.1186 | 53.8983 |
Ratio Avg Win / Avg Loss | 1.4217 | 2.0533 | 0.9746 | 1.0603 | 1.3256 | 0.851 |
Largest Winning Trade | 252112 | 252112 | 48908 | 598570 | 598570 | 396799 |
Largest Losing Trade | -62457 | -20016 | -62457 | -901911 | -378997 | -901911 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 24631 | 11925 | 12706 | 24631 | 11925 | 12706 |
Profit Streak | 18.6291 | 0 | 36.2958 | 18.6291 | 0 | 36.2958 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496619 | 430209 | -196806 | -169274 | -62315 | -578294 |
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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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