Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616840.754 | 560498.3277 | 56342.4263 | 368425.7297 | 773080.6241 | -404654.8943 |
Total P&L (%) | 616.8408 | 560.4983 | 56.3424 | 368.4257 | 773.0806 | -404.6549 |
Avg Daily Profit (%) | 0.258 | 0.2344 | 0.0236 | 0.0646 | 0.0907 | 0 |
Buy And Hold Return (%) | 136.4602 | 136.4602 | 136.4602 | 136.4602 | 136.4602 | 136.4602 |
Max Trade Drawdown | -160515 | -107647 | -153799 | -611923 | -198797 | -614104 |
Profit Factor | 1.3224 | 1.6564 | 1.0532 | 1.0976 | 1.5208 | 0.8234 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 248 | 122 | 126 | 248 | 122 | 126 |
Losing Trades | 289 | 147 | 142 | 289 | 147 | 142 |
Profitability (%) | 46.1825 | 45.3532 | 47.0149 | 46.1825 | 45.3532 | 47.0149 |
Ratio Avg Win / Avg Loss | 1.541 | 1.9959 | 1.1869 | 1.279 | 1.8324 | 0.9279 |
Largest Winning Trade | 133536 | 133536 | 50941 | 267846 | 267846 | 96942 |
Largest Losing Trade | -74797 | -57714 | -74797 | -491088 | -126363 | -491088 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 7080 | 3388 | 3692 | 7080 | 3388 | 3692 |
Profit Streak | 7.2643 | 20.5976 | 0 | 7.2643 | 20.5976 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373883 | 350037 | -489242 | -220946 | -69465 | -580814 |
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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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