Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501786.2527 | 473318.5946 | 28467.6581 | 95750.2187 | 229578.1372 | -133827.9185 |
Total P&L (%) | 501.7863 | 473.3186 | 28.4677 | 95.7502 | 229.5781 | -133.8279 |
Avg Daily Profit (%) | 0.2656 | 0.2506 | 0.0151 | 0.0356 | 0.0632 | 0 |
Buy And Hold Return (%) | 22.5314 | 22.5314 | 22.5314 | 22.5314 | 22.5314 | 22.5314 |
Max Trade Drawdown | -190528 | -81514 | -185301 | -394502 | -171221 | -391622 |
Profit Factor | 1.1059 | 1.2131 | 1.0113 | 1.0125 | 1.0637 | 0.967 |
Total Trades | 2713 | 1357 | 1356 | 2713 | 1357 | 1356 |
Winning Trades | 1322 | 654 | 668 | 1322 | 654 | 668 |
Losing Trades | 1391 | 703 | 688 | 1391 | 703 | 688 |
Profitability (%) | 48.7283 | 48.1945 | 49.2625 | 48.7283 | 48.1945 | 49.2625 |
Ratio Avg Win / Avg Loss | 1.1636 | 1.3039 | 1.0416 | 1.0654 | 1.1434 | 0.9959 |
Largest Winning Trade | 55137 | 55137 | 26910 | 72234 | 72234 | 71611 |
Largest Losing Trade | -44907 | -20449 | -44907 | -68069 | -68069 | -58649 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 5664 | 2772 | 2892 | 5664 | 2772 | 2892 |
Profit Streak | 0 | 0 | 2.102 | 0 | 0 | 2.102 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88530 | 480095 | -460449 | -347234 | -253292 | -576617 |
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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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