Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988278.471 | 1061417.6503 | -73139.1793 | 39042.4124 | 1464406.8393 | -1425364.4269 |
Total P&L (%) | 988.2785 | 1061.4177 | -73.1392 | 39.0424 | 1464.4068 | -1425.3644 |
Avg Daily Profit (%) | 0.4744 | 0.5095 | -0.0351 | 0.0158 | 0.1321 | 0 |
Buy And Hold Return (%) | 432.381 | 432.381 | 432.381 | 432.381 | 432.381 | 432.381 |
Max Trade Drawdown | -257142 | -145889 | -234832 | -2822013 | -1585082 | -1554263 |
Profit Factor | 1.436 | 1.9518 | 0.9365 | 1.0048 | 1.3713 | 0.6539 |
Total Trades | 1050 | 525 | 525 | 1050 | 525 | 525 |
Winning Trades | 521 | 270 | 251 | 521 | 270 | 251 |
Losing Trades | 529 | 255 | 274 | 529 | 255 | 274 |
Profitability (%) | 49.619 | 51.4286 | 47.8095 | 49.619 | 51.4286 | 47.8095 |
Ratio Avg Win / Avg Loss | 1.4581 | 1.8433 | 1.0223 | 1.0203 | 1.2951 | 0.7138 |
Largest Winning Trade | 915855 | 915855 | 52161 | 2633284 | 2633284 | 167153 |
Largest Losing Trade | -44053 | -28545 | -44053 | -525824 | -463384 | -525824 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 24932 | 11876 | 13056 | 24932 | 11876 | 13056 |
Profit Streak | 0.8065 | 0.8065 | 0.9731 | 0.8065 | 0.8065 | 0.9731 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353589 | 361185 | -580116 | -549179 | -19015 | -581783 |
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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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