Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795909.915 | 775804.7971 | 20105.1179 | 2315438.8743 | 4981827.2661 | -2666388.3918 |
Total P&L (%) | 795.9099 | 775.8048 | 20.1051 | 2315.4389 | 4981.8273 | -2666.3884 |
Avg Daily Profit (%) | 0.4359 | 0.4248 | 0.011 | 0.1745 | 0.2154 | 0 |
Buy And Hold Return (%) | 664.9774 | 664.9774 | 664.9774 | 664.9774 | 664.9774 | 664.9774 |
Max Trade Drawdown | -137697 | -60760 | -120772 | -3245094 | -917693 | -3703281 |
Profit Factor | 1.5527 | 2.3053 | 1.0238 | 1.0964 | 1.5059 | 0.812 |
Total Trades | 565 | 283 | 282 | 565 | 283 | 282 |
Winning Trades | 273 | 141 | 132 | 273 | 141 | 132 |
Losing Trades | 292 | 142 | 150 | 292 | 142 | 150 |
Profitability (%) | 48.3186 | 49.8233 | 46.8085 | 48.3186 | 49.8233 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.6608 | 2.3217 | 1.1634 | 1.1727 | 1.5166 | 0.9227 |
Largest Winning Trade | 215751 | 215751 | 77909 | 1936806 | 1936806 | 936501 |
Largest Losing Trade | -37310 | -25114 | -37310 | -1119079 | -917693 | -1119079 |
Avg Bars in Trades | 38 | 23 | 53 | 38 | 23 | 53 |
Avg Bars in Winners | 57 | 30 | 85 | 57 | 30 | 85 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 21658 | 6634 | 15024 | 21658 | 6634 | 15024 |
Profit Streak | 13.6325 | 16.7991 | 0 | 13.6325 | 16.7991 | 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 | -88828 | -97376 | -538601 | -106498 | 461667 | -581099 |
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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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