Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034577.4072 | 1009146.1539 | 25431.2533 | 910913.1665 | 1329872.1946 | -418959.0281 |
Total P&L (%) | 1034.5774 | 1009.1462 | 25.4313 | 910.9132 | 1329.8722 | -418.959 |
Avg Daily Profit (%) | 0.5604 | 0.5467 | 0.0138 | 0.1254 | 0.1442 | 0 |
Buy And Hold Return (%) | 565.768 | 565.768 | 565.768 | 565.768 | 565.768 | 565.768 |
Max Trade Drawdown | -145781 | -130199 | -94824 | -2041054 | -1278852 | -1690055 |
Profit Factor | 1.582 | 2.0114 | 1.0326 | 1.0453 | 1.1195 | 0.9534 |
Total Trades | 667 | 334 | 333 | 667 | 334 | 333 |
Winning Trades | 335 | 166 | 169 | 335 | 166 | 169 |
Losing Trades | 332 | 168 | 164 | 332 | 168 | 164 |
Profitability (%) | 50.2249 | 49.7006 | 50.7508 | 50.2249 | 49.7006 | 50.7508 |
Ratio Avg Win / Avg Loss | 1.5678 | 2.0357 | 1.0021 | 1.0359 | 1.133 | 0.9252 |
Largest Winning Trade | 664764 | 664764 | 20419 | 898656 | 898656 | 347055 |
Largest Losing Trade | -39761 | -39761 | -19247 | -375443 | -375443 | -279284 |
Avg Bars in Trades | 8 | 10 | 5 | 8 | 10 | 5 |
Avg Bars in Winners | 9 | 12 | 5 | 9 | 12 | 5 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 5393 | 3508 | 1885 | 5393 | 3508 | 1885 |
Profit Streak | 0 | 0 | 7.8437 | 0 | 0 | 7.8437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352677 | 282389 | -522639 | -201614 | -92367 | -578541 |
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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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