Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648517.7612 | 614463.7919 | 34053.9693 | 689550.5944 | 1848055.5482 | -1158504.9538 |
Total P&L (%) | 648.5178 | 614.4638 | 34.054 | 689.5506 | 1848.0555 | -1158.505 |
Avg Daily Profit (%) | 0.2593 | 0.2456 | 0.0136 | 0.0826 | 0.1188 | 0 |
Buy And Hold Return (%) | 295.7987 | 295.7987 | 295.7987 | 295.7987 | 295.7987 | 295.7987 |
Max Trade Drawdown | -127741 | -80515 | -162073 | -2430632 | -1403592 | -1613547 |
Profit Factor | 1.2747 | 1.5524 | 1.0273 | 1.0307 | 1.1776 | 0.9041 |
Total Trades | 887 | 443 | 444 | 887 | 443 | 444 |
Winning Trades | 457 | 225 | 232 | 457 | 225 | 232 |
Losing Trades | 430 | 218 | 212 | 430 | 218 | 212 |
Profitability (%) | 51.522 | 50.7901 | 52.2523 | 51.522 | 50.7901 | 52.2523 |
Ratio Avg Win / Avg Loss | 1.1994 | 1.5041 | 0.9387 | 0.9698 | 1.1409 | 0.8261 |
Largest Winning Trade | 192269 | 192269 | 40269 | 575826 | 575826 | 494246 |
Largest Losing Trade | -51942 | -26728 | -51942 | -1316530 | -304122 | -1316530 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4994 | 2541 | 2453 | 4994 | 2541 | 2453 |
Profit Streak | 0 | 11.6323 | 0 | 0 | 11.6323 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302103 | 272195 | -530286 | -269825 | -56947 | -578443 |
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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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