Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028713.7139 | 1027319.9485 | 1393.7654 | 300785.2509 | 468650.6517 | -167865.4007 |
Total P&L (%) | 1028.7137 | 1027.3199 | 1.3938 | 300.7853 | 468.6507 | -167.8654 |
Avg Daily Profit (%) | 0.4938 | 0.4931 | 0.0007 | 0.0667 | 0.0835 | 0 |
Buy And Hold Return (%) | 237.1963 | 237.1963 | 237.1963 | 237.1963 | 237.1963 | 237.1963 |
Max Trade Drawdown | -117813 | -87473 | -205411 | -736884 | -720862 | -624095 |
Profit Factor | 1.6497 | 2.3907 | 1.0017 | 1.0476 | 1.1523 | 0.9483 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 201 | 103 | 98 | 201 | 103 | 98 |
Losing Trades | 389 | 192 | 197 | 389 | 192 | 197 |
Profitability (%) | 34.0678 | 34.9153 | 33.2203 | 34.0678 | 34.9153 | 33.2203 |
Ratio Avg Win / Avg Loss | 3.1926 | 4.4564 | 2.0135 | 2.0274 | 2.148 | 1.9063 |
Largest Winning Trade | 890499 | 890499 | 48936 | 818464 | 818464 | 181955 |
Largest Losing Trade | -40842 | -19733 | -40842 | -288007 | -122813 | -288007 |
Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Winners | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 24682 | 12129 | 12553 | 24682 | 12129 | 12553 |
Profit Streak | 11.8267 | 13.4934 | 0 | 11.8267 | 13.4934 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333473 | 320140 | -580831 | -355891 | -144732 | -583538 |
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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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