Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674364.2618 | 603927.82 | 70436.4418 | 1071226.635 | 1239667.0676 | -168440.4326 |
Total P&L (%) | 674.3643 | 603.9278 | 70.4364 | 1071.2266 | 1239.6671 | -168.4404 |
Avg Daily Profit (%) | 0.2969 | 0.2659 | 0.031 | 0.1084 | 0.1143 | 0 |
Buy And Hold Return (%) | 102.0558 | 102.0558 | 102.0558 | 102.0558 | 102.0558 | 102.0558 |
Max Trade Drawdown | -116090 | -117080 | -160366 | -2542335 | -2026678 | -2524325 |
Profit Factor | 1.3401 | 1.6728 | 1.0649 | 1.0513 | 1.1264 | 0.9848 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 310 | 158 | 152 | 310 | 158 | 152 |
Profitability (%) | 41.1765 | 40.1515 | 42.2053 | 41.1765 | 40.1515 | 42.2053 |
Ratio Avg Win / Avg Loss | 1.9144 | 2.4934 | 1.4582 | 1.5018 | 1.6789 | 1.3485 |
Largest Winning Trade | 128533 | 128533 | 49105 | 585620 | 585620 | 567511 |
Largest Losing Trade | -37048 | -29149 | -37048 | -1229394 | -454151 | -1229394 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 6774 | 3208 | 3566 | 6774 | 3208 | 3566 |
Profit Streak | 0 | 0 | 22.7056 | 0 | 0 | 22.7056 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347213 | 299582 | -467755 | -211246 | -123071 | -580497 |
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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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