Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198135.6668 | 1210776.5032 | -12640.8365 | 637770.0301 | 1672250.2648 | -1034480.2348 |
Total P&L (%) | 1198.1357 | 1210.7765 | -12.6408 | 637.77 | 1672.2503 | -1034.4802 |
Avg Daily Profit (%) | 0.6593 | 0.6663 | -0.007 | 0.11 | 0.1583 | 0 |
Buy And Hold Return (%) | 609.2417 | 609.2417 | 609.2417 | 609.2417 | 609.2417 | 609.2417 |
Max Trade Drawdown | -114593 | -78300 | -122673 | -2088300 | -1541112 | -1198018 |
Profit Factor | 1.8414 | 2.7897 | 0.9831 | 1.0424 | 1.2279 | 0.8657 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 231 | 110 | 121 | 231 | 110 | 121 |
Losing Trades | 300 | 155 | 145 | 300 | 155 | 145 |
Profitability (%) | 43.5028 | 41.5094 | 45.4887 | 43.5028 | 41.5094 | 45.4887 |
Ratio Avg Win / Avg Loss | 2.3914 | 3.9309 | 1.1781 | 1.3538 | 1.7303 | 1.0374 |
Largest Winning Trade | 709786 | 709786 | 67703 | 2041247 | 2041247 | 543189 |
Largest Losing Trade | -31845 | -17539 | -31845 | -389261 | -389261 | -343704 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 21508 | 9790 | 11718 | 21508 | 9790 | 11718 |
Profit Streak | 0 | 8.6913 | 0 | 0 | 8.6913 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309386 | 308620 | -580029 | -370520 | 118693 | -580029 |
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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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