Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012271.1854 | 934810.1843 | 77461.0011 | 1242647.9641 | -202069.2393 | 1444717.2034 |
Total P&L (%) | 1012.2712 | 934.8102 | 77.461 | 1242.648 | -202.0692 | 1444.7172 |
Avg Daily Profit (%) | 0.4859 | 0.4487 | 0.0372 | 0.1247 | 0 | 0.1315 |
Buy And Hold Return (%) | 100.5988 | 100.5988 | 100.5988 | 100.5988 | 100.5988 | 100.5988 |
Max Trade Drawdown | -166269 | -108267 | -216632 | -6253147 | -4903920 | -3037701 |
Profit Factor | 1.5152 | 1.9917 | 1.0758 | 1.0379 | 0.9884 | 1.0941 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 173 | 77 | 96 | 173 | 77 | 96 |
Losing Trades | 366 | 192 | 174 | 366 | 192 | 174 |
Profitability (%) | 32.0965 | 28.6245 | 35.5556 | 32.0965 | 28.6245 | 35.5556 |
Ratio Avg Win / Avg Loss | 3.2055 | 4.9664 | 1.9498 | 2.1958 | 2.4646 | 1.9831 |
Largest Winning Trade | 551494 | 551494 | 60177 | 1314165 | 1314165 | 1230362 |
Largest Losing Trade | -30577 | -16398 | -30577 | -1120610 | -1120610 | -821167 |
Avg Bars in Trades | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Winners | 89 | 94 | 86 | 89 | 94 | 86 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 24815 | 12357 | 12458 | 24815 | 12357 | 12458 |
Profit Streak | 13.1041 | 0 | 13.6041 | 13.1041 | 0 | 13.6041 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340283 | 34536 | -449241 | -207328 | -590988 | -137108 |
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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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