Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562256.4469 | 546908.0574 | 15348.3895 | 202663.5809 | 788946.9264 | -586283.3456 |
Total P&L (%) | 562.2564 | 546.9081 | 15.3484 | 202.6636 | 788.9469 | -586.2833 |
Avg Daily Profit (%) | 0.2473 | 0.2406 | 0.0068 | 0.0487 | 0.0962 | 0 |
Buy And Hold Return (%) | 75.4653 | 75.4653 | 75.4653 | 75.4653 | 75.4653 | 75.4653 |
Max Trade Drawdown | -176349 | -143388 | -205799 | -2401879 | -1642111 | -1478906 |
Profit Factor | 1.2391 | 1.5029 | 1.0121 | 1.0133 | 1.1053 | 0.9239 |
Total Trades | 625 | 313 | 312 | 625 | 313 | 312 |
Winning Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Losing Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Profitability (%) | 39.68 | 39.6166 | 39.7436 | 39.68 | 39.6166 | 39.7436 |
Ratio Avg Win / Avg Loss | 1.8836 | 2.2907 | 1.5345 | 1.5404 | 1.6846 | 1.4008 |
Largest Winning Trade | 96923 | 96923 | 52897 | 401520 | 401520 | 333244 |
Largest Losing Trade | -41810 | -29149 | -41810 | -525595 | -311882 | -525595 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6796 | 3287 | 3509 | 6796 | 3287 | 3509 |
Profit Streak | 0 | 0 | 24.6926 | 0 | 0 | 24.6926 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316610 | 293059 | -557249 | -336451 | -170500 | -580719 |
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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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