Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743354.1384 | 890132.5934 | -146778.455 | -73890.4075 | 384813.6 | -458704.0076 |
Total P&L (%) | 743.3541 | 890.1326 | -146.7785 | -73.8904 | 384.8136 | -458.704 |
Avg Daily Profit (%) | 0.3568 | 0.4273 | -0.0705 | -0.0644 | 0.0758 | 0 |
Buy And Hold Return (%) | 319.7036 | 319.7036 | 319.7036 | 319.7036 | 319.7036 | 319.7036 |
Max Trade Drawdown | -264216 | -164668 | -238901 | -940568 | -554756 | -467889 |
Profit Factor | 1.3532 | 1.8389 | 0.8594 | 0.9721 | 1.265 | 0.6175 |
Total Trades | 707 | 353 | 354 | 707 | 353 | 354 |
Winning Trades | 309 | 157 | 152 | 309 | 157 | 152 |
Losing Trades | 398 | 196 | 202 | 398 | 196 | 202 |
Profitability (%) | 43.7058 | 44.4759 | 42.9379 | 43.7058 | 44.4759 | 42.9379 |
Ratio Avg Win / Avg Loss | 1.7429 | 2.2957 | 1.1421 | 1.2521 | 1.5792 | 0.8206 |
Largest Winning Trade | 843532 | 843532 | 39711 | 813531 | 813531 | 92326 |
Largest Losing Trade | -26061 | -22740 | -26061 | -145632 | -123075 | -145632 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 24826 | 12084 | 12742 | 24826 | 12084 | 12742 |
Profit Streak | 1.5679 | 0 | 8.9012 | 1.5679 | 0 | 8.9012 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 178782 | 335102 | -579893 | -580321 | -194033 | -581560 |
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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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