Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437266.4828 | 428151.8709 | 9114.612 | -22586.2263 | 1362364.1419 | -1384950.3682 |
Total P&L (%) | 437.2665 | 428.1519 | 9.1146 | -22.5862 | 1362.3641 | -1384.9504 |
Avg Daily Profit (%) | 0.2323 | 0.2275 | 0.0048 | -0.0136 | 0.1426 | 0 |
Buy And Hold Return (%) | 17.7228 | 17.7228 | 17.7228 | 17.7228 | 17.7228 | 17.7228 |
Max Trade Drawdown | -175404 | -106943 | -119523 | -3232656 | -1125680 | -2346117 |
Profit Factor | 1.1858 | 1.3636 | 1.0078 | 0.9979 | 1.2924 | 0.7738 |
Total Trades | 682 | 341 | 341 | 682 | 341 | 341 |
Winning Trades | 390 | 192 | 198 | 390 | 192 | 198 |
Losing Trades | 292 | 149 | 143 | 292 | 149 | 143 |
Profitability (%) | 57.1848 | 56.305 | 58.0645 | 57.1848 | 56.305 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.8878 | 1.0582 | 0.7278 | 0.7471 | 1.0029 | 0.5588 |
Largest Winning Trade | 61193 | 61193 | 33552 | 404067 | 404067 | 206422 |
Largest Losing Trade | -69185 | -35967 | -69185 | -1356762 | -648708 | -1356762 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 22440 | 11166 | 11274 | 22440 | 11166 | 11274 |
Profit Streak | 0 | 0 | 16.2357 | 0 | 0 | 16.2357 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5425 | 373432 | -562944 | -576283 | -115 | -577929 |
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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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