Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645548.8323 | 636816.6743 | 8732.158 | 162285.9873 | 857197.198 | -694911.2107 |
Total P&L (%) | 645.5488 | 636.8167 | 8.7322 | 162.286 | 857.1972 | -694.9112 |
Avg Daily Profit (%) | 0.3099 | 0.3057 | 0.0042 | 0.0463 | 0.1085 | 0 |
Buy And Hold Return (%) | 101.5564 | 101.5564 | 101.5564 | 101.5564 | 101.5564 | 101.5564 |
Max Trade Drawdown | -151872 | -117501 | -120821 | -3127047 | -2588874 | -1212441 |
Profit Factor | 1.4275 | 1.8605 | 1.0113 | 1.0097 | 1.1024 | 0.9166 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 262 | 133 | 129 | 262 | 133 | 129 |
Losing Trades | 474 | 235 | 239 | 474 | 235 | 239 |
Profitability (%) | 35.5978 | 36.1413 | 35.0543 | 35.5978 | 36.1413 | 35.0543 |
Ratio Avg Win / Avg Loss | 2.5826 | 3.2873 | 1.8737 | 1.8267 | 1.9479 | 1.6982 |
Largest Winning Trade | 377354 | 377354 | 45460 | 1831975 | 1831975 | 1056586 |
Largest Losing Trade | -20777 | -14595 | -20777 | -499131 | -347230 | -499131 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 57 | 54 | 61 | 57 | 54 | 61 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 24481 | 11623 | 12858 | 24481 | 11623 | 12858 |
Profit Streak | 13.9166 | 14.3332 | 0 | 13.9166 | 14.3332 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337079 | 308071 | -564379 | -350534 | -157921 | -582444 |
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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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