Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934737.6473 | 831578.5905 | 103159.0568 | 5726085.4529 | 5496997.6254 | 229087.8274 |
Total P&L (%) | 934.7376 | 831.5786 | 103.1591 | 5726.0855 | 5496.9976 | 229.0878 |
Avg Daily Profit (%) | 0.5144 | 0.4576 | 0.0568 | 0.224 | 0.2217 | 0.0656 |
Buy And Hold Return (%) | 779.0198 | 779.0198 | 779.0198 | 779.0198 | 779.0198 | 779.0198 |
Max Trade Drawdown | -102313 | -63974 | -88038 | -4949424 | -3677915 | -3758648 |
Profit Factor | 1.637 | 2.1693 | 1.1364 | 1.1082 | 1.2072 | 1.0087 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 303 | 146 | 157 | 303 | 146 | 157 |
Losing Trades | 321 | 166 | 155 | 321 | 166 | 155 |
Profitability (%) | 48.5577 | 46.7949 | 50.3205 | 48.5577 | 46.7949 | 50.3205 |
Ratio Avg Win / Avg Loss | 1.7343 | 2.4665 | 1.1219 | 1.1741 | 1.3726 | 0.9958 |
Largest Winning Trade | 265428 | 265428 | 55024 | 4431011 | 4431011 | 2066008 |
Largest Losing Trade | -25174 | -17539 | -25174 | -1403635 | -1403635 | -1061475 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 21525 | 9833 | 11693 | 21525 | 9833 | 11693 |
Profit Streak | 0 | 8.542 | 0 | 0 | 8.542 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87066 | -129468 | -352242 | -90513 | 312939 | -482671 |
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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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