Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019734.6938 | 938849.9996 | 80884.6943 | 1254472.9281 | 2153627.4519 | -899154.5238 |
Total P&L (%) | 1019.7347 | 938.85 | 80.8847 | 1254.4729 | 2153.6275 | -899.1545 |
Avg Daily Profit (%) | 0.4896 | 0.4507 | 0.0388 | 0.1252 | 0.1497 | 0 |
Buy And Hold Return (%) | 95.5769 | 95.5769 | 95.5769 | 95.5769 | 95.5769 | 95.5769 |
Max Trade Drawdown | -140608 | -110037 | -183189 | -5411690 | -3713913 | -2760824 |
Profit Factor | 1.5935 | 2.1371 | 1.0906 | 1.047 | 1.1653 | 0.9343 |
Total Trades | 667 | 333 | 334 | 667 | 333 | 334 |
Winning Trades | 244 | 115 | 129 | 244 | 115 | 129 |
Losing Trades | 423 | 218 | 205 | 423 | 218 | 205 |
Profitability (%) | 36.5817 | 34.5345 | 38.6228 | 36.5817 | 34.5345 | 38.6228 |
Ratio Avg Win / Avg Loss | 2.7625 | 4.0512 | 1.7332 | 1.815 | 2.2089 | 1.4847 |
Largest Winning Trade | 507788 | 507788 | 61962 | 3243856 | 3243856 | 766923 |
Largest Losing Trade | -21672 | -17273 | -21672 | -844521 | -610835 | -844521 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 24638 | 11750 | 12887 | 24638 | 11750 | 12887 |
Profit Streak | 17.5378 | 0 | 20.6211 | 17.5378 | 0 | 20.6211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444059 | 339006 | -429212 | -194391 | -35287 | -581791 |
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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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