Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067235.4011 | 1033306.7726 | 33928.6285 | 1700790.5438 | 3373984.8664 | -1673194.3225 |
Total P&L (%) | 1067.2354 | 1033.3068 | 33.9286 | 1700.7905 | 3373.9849 | -1673.1943 |
Avg Daily Profit (%) | 0.5885 | 0.5698 | 0.0187 | 0.1595 | 0.1958 | 0 |
Buy And Hold Return (%) | 531.3413 | 531.3413 | 531.3413 | 531.3413 | 531.3413 | 531.3413 |
Max Trade Drawdown | -90401 | -74645 | -88146 | -5121287 | -4005351 | -2594015 |
Profit Factor | 1.8348 | 2.6807 | 1.0511 | 1.065 | 1.2563 | 0.8715 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 205 | 109 | 96 | 205 | 109 | 96 |
Profitability (%) | 47.1649 | 43.8144 | 50.5155 | 47.1649 | 43.8144 | 50.5155 |
Ratio Avg Win / Avg Loss | 2.0554 | 3.4376 | 1.0297 | 1.193 | 1.6111 | 0.8537 |
Largest Winning Trade | 570843 | 570843 | 63822 | 2565418 | 2565418 | 1022011 |
Largest Losing Trade | -31148 | -26067 | -31148 | -701019 | -701019 | -684268 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 10763 | 4963 | 5800 | 10763 | 4963 | 5800 |
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 | 331609 | 265935 | -497121 | -143098 | 245856 | -579973 |
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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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