Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055339.609 | 999500.3716 | 55839.2375 | 2241787.0757 | 2836134.2401 | -594347.1644 |
Total P&L (%) | 1055.3396 | 999.5004 | 55.8392 | 2241.7871 | 2836.1342 | -594.3472 |
Avg Daily Profit (%) | 0.5797 | 0.549 | 0.0307 | 0.1734 | 0.1858 | 0 |
Buy And Hold Return (%) | 604.5692 | 604.5692 | 604.5692 | 604.5692 | 604.5692 | 604.5692 |
Max Trade Drawdown | -92985 | -94800 | -83962 | -1847164 | -1379349 | -1499429 |
Profit Factor | 1.9094 | 2.8998 | 1.088 | 1.1261 | 1.3491 | 0.9384 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 289 | 136 | 153 | 289 | 136 | 153 |
Losing Trades | 335 | 176 | 159 | 335 | 176 | 159 |
Profitability (%) | 46.3141 | 43.5897 | 49.0385 | 46.3141 | 43.5897 | 49.0385 |
Ratio Avg Win / Avg Loss | 2.2133 | 3.7526 | 1.1307 | 1.3054 | 1.7459 | 0.9752 |
Largest Winning Trade | 510470 | 510470 | 70858 | 1897238 | 1897238 | 777704 |
Largest Losing Trade | -57011 | -19938 | -57011 | -890709 | -618254 | -890709 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 10636 | 5354 | 5282 | 10636 | 5354 | 5282 |
Profit Streak | 0 | 14.8384 | 0 | 0 | 14.8384 | 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 | 303403 | 245007 | -440412 | -74337 | 261098 | -579798 |
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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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