Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048100.6093 | 964406.8081 | 83693.8012 | 1377368.8439 | 562277.0239 | 815091.82 |
Total P&L (%) | 1048.1006 | 964.4068 | 83.6938 | 1377.3688 | 562.277 | 815.0918 |
Avg Daily Profit (%) | 0.5031 | 0.4629 | 0.0402 | 0.1293 | 0.0908 | 0.1063 |
Buy And Hold Return (%) | 92.8983 | 92.8983 | 92.8983 | 92.8983 | 92.8983 | 92.8983 |
Max Trade Drawdown | -165294 | -125841 | -210071 | -8036672 | -6364851 | -2094983 |
Profit Factor | 1.5273 | 1.9859 | 1.0829 | 1.0399 | 1.0296 | 1.0526 |
Total Trades | 705 | 352 | 353 | 705 | 352 | 353 |
Winning Trades | 328 | 157 | 171 | 328 | 157 | 171 |
Losing Trades | 377 | 195 | 182 | 377 | 195 | 182 |
Profitability (%) | 46.5248 | 44.6023 | 48.4419 | 46.5248 | 44.6023 | 48.4419 |
Ratio Avg Win / Avg Loss | 1.7554 | 2.4666 | 1.1526 | 1.1953 | 1.2788 | 1.1203 |
Largest Winning Trade | 559291 | 559291 | 61171 | 3824120 | 3824120 | 1120889 |
Largest Losing Trade | -31517 | -25798 | -31517 | -1562252 | -1562252 | -843004 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 24824 | 12004 | 12820 | 24824 | 12004 | 12820 |
Profit Streak | 14.6041 | 0 | 15.9374 | 14.6041 | 0 | 15.9374 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580810 | 476772 | -433099 | -193652 | -260785 | -212070 |
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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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