Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725880.6684 | 635963.1015 | 89917.5668 | 2062477.8476 | 2440318.1758 | -377840.3281 |
Total P&L (%) | 725.8807 | 635.9631 | 89.9176 | 2062.4778 | 2440.3182 | -377.8403 |
Avg Daily Profit (%) | 0.3208 | 0.281 | 0.0397 | 0.1359 | 0.143 | 0 |
Buy And Hold Return (%) | 198.2979 | 198.2979 | 198.2979 | 198.2979 | 198.2979 | 198.2979 |
Max Trade Drawdown | -94568 | -83996 | -168062 | -4691481 | -3738754 | -4658245 |
Profit Factor | 1.3794 | 1.745 | 1.0849 | 1.0533 | 1.1348 | 0.9816 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 216 | 106 | 110 | 216 | 106 | 110 |
Losing Trades | 302 | 153 | 149 | 302 | 153 | 149 |
Profitability (%) | 41.6988 | 40.9266 | 42.471 | 41.6988 | 40.9266 | 42.471 |
Ratio Avg Win / Avg Loss | 1.9286 | 2.5188 | 1.4695 | 1.4727 | 1.638 | 1.3297 |
Largest Winning Trade | 128533 | 128533 | 49105 | 1080669 | 1080669 | 1047253 |
Largest Losing Trade | -37048 | -29149 | -37048 | -2268655 | -838064 | -2268655 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 6698 | 3172 | 3526 | 6698 | 3172 | 3526 |
Profit Streak | 12.4017 | 0 | 14.4017 | 12.4017 | 0 | 14.4017 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309584 | 239765 | -434050 | -172667 | -75248 | -580369 |
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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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