Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667523.0821 | 591938.135 | 75584.9471 | 1018536.2677 | 1323932.3317 | -305396.064 |
Total P&L (%) | 667.5231 | 591.9381 | 75.5849 | 1018.5363 | 1323.9323 | -305.3961 |
Avg Daily Profit (%) | 0.2958 | 0.2623 | 0.0335 | 0.107 | 0.1177 | 0 |
Buy And Hold Return (%) | 57.3302 | 57.3302 | 57.3302 | 57.3302 | 57.3302 | 57.3302 |
Max Trade Drawdown | -124234 | -117080 | -168062 | -2617829 | -2086211 | -2599283 |
Profit Factor | 1.3353 | 1.6594 | 1.0691 | 1.047 | 1.1306 | 0.9735 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 309 | 157 | 152 | 309 | 157 | 152 |
Profitability (%) | 41.2548 | 40.3042 | 42.2053 | 41.2548 | 40.3042 | 42.2053 |
Ratio Avg Win / Avg Loss | 1.9014 | 2.4579 | 1.4641 | 1.4909 | 1.6745 | 1.3331 |
Largest Winning Trade | 128533 | 128533 | 49105 | 603009 | 603009 | 584363 |
Largest Losing Trade | -37048 | -29149 | -37048 | -1265901 | -467636 | -1265901 |
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 | 6749 | 3194 | 3555 | 6749 | 3194 | 3555 |
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 | 356122 | 325457 | -361269 | -218831 | -113852 | -581044 |
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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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