Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545359.923 | 527944.3516 | 17415.5714 | 196141.5073 | 2055908.8949 | -1859767.3876 |
Total P&L (%) | 545.3599 | 527.9444 | 17.4156 | 196.1415 | 2055.9089 | -1859.7674 |
Avg Daily Profit (%) | 0.2408 | 0.2331 | 0.0077 | 0.0479 | 0.1357 | 0 |
Buy And Hold Return (%) | 143.5398 | 143.5398 | 143.5398 | 143.5398 | 143.5398 | 143.5398 |
Max Trade Drawdown | -208912 | -139602 | -228582 | -4974425 | -2879935 | -2376007 |
Profit Factor | 1.2541 | 1.5247 | 1.0153 | 1.0082 | 1.1944 | 0.8613 |
Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
Winning Trades | 304 | 150 | 154 | 304 | 150 | 154 |
Losing Trades | 306 | 155 | 151 | 306 | 155 | 151 |
Profitability (%) | 49.8361 | 49.1803 | 50.4918 | 49.8361 | 49.1803 | 50.4918 |
Ratio Avg Win / Avg Loss | 1.2623 | 1.5755 | 0.9955 | 1.0148 | 1.2342 | 0.8445 |
Largest Winning Trade | 100815 | 100815 | 35326 | 718518 | 649924 | 718518 |
Largest Losing Trade | -46710 | -26500 | -46710 | -2079615 | -621183 | -2079615 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 13501 | 5924 | 7576 | 13501 | 5924 | 7576 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330834 | 337635 | -552344 | -388781 | -17238 | -579396 |
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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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