Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395847.4069 | 326468.2603 | 69379.1466 | 535135.3437 | 1071975.2764 | -536839.9327 |
Total P&L (%) | 395.8474 | 326.4683 | 69.3791 | 535.1353 | 1071.9753 | -536.8399 |
Avg Daily Profit (%) | 0.2304 | 0.1901 | 0.0404 | 0.1077 | 0.1434 | 0 |
Buy And Hold Return (%) | 110.5874 | 110.5874 | 110.5874 | 110.5874 | 110.5874 | 110.5874 |
Max Trade Drawdown | -172154 | -97608 | -84559 | -3968224 | -2383469 | -1858099 |
Profit Factor | 1.276 | 1.4513 | 1.0976 | 1.0217 | 1.0855 | 0.9559 |
Total Trades | 811 | 405 | 406 | 811 | 405 | 406 |
Winning Trades | 398 | 190 | 208 | 398 | 190 | 208 |
Losing Trades | 413 | 215 | 198 | 413 | 215 | 198 |
Profitability (%) | 49.0752 | 46.9136 | 51.2315 | 49.0752 | 46.9136 | 51.2315 |
Ratio Avg Win / Avg Loss | 1.3241 | 1.6422 | 1.0448 | 1.0602 | 1.2283 | 0.9099 |
Largest Winning Trade | 149140 | 149140 | 35570 | 935515 | 935515 | 790807 |
Largest Losing Trade | -17917 | -13925 | -17917 | -519749 | -519749 | -380721 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 20106 | 9355 | 10751 | 20106 | 9355 | 10751 |
Profit Streak | 0 | 32.3116 | 0 | 0 | 32.3116 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337553 | 292962 | -415907 | -242847 | -126094 | -578773 |
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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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