Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804457.2734 | 748359.4963 | 56097.7771 | 678303.6584 | 6351089.6491 | -5672785.9907 |
Total P&L (%) | 804.4573 | 748.3595 | 56.0978 | 678.3037 | 6351.0896 | -5672.786 |
Avg Daily Profit (%) | 0.3568 | 0.3319 | 0.0249 | 0.091 | 0.185 | 0 |
Buy And Hold Return (%) | 133.1115 | 133.1115 | 133.1115 | 133.1115 | 133.1115 | 133.1115 |
Max Trade Drawdown | -191819 | -142039 | -189375 | -9011830 | -3894723 | -6374770 |
Profit Factor | 1.5121 | 1.9398 | 1.0724 | 1.0277 | 1.607 | 0.5952 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Losing Trades | 226 | 114 | 112 | 226 | 114 | 112 |
Profitability (%) | 49.2135 | 48.8789 | 49.5496 | 49.2135 | 48.8789 | 49.5496 |
Ratio Avg Win / Avg Loss | 1.5604 | 2.0288 | 1.0919 | 1.0606 | 1.6807 | 0.6061 |
Largest Winning Trade | 324437 | 324437 | 37996 | 7149296 | 7149296 | 976428 |
Largest Losing Trade | -47098 | -36437 | -47098 | -2115667 | -1051791 | -2115667 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 13407 | 6222 | 7185 | 13407 | 6222 | 7185 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477032 | 445819 | -465856 | -260292 | 410560 | -580346 |
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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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