Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551637.6276 | 484517.0727 | 67120.5549 | 364666.8473 | 59271.3669 | 305395.4804 |
Total P&L (%) | 551.6376 | 484.5171 | 67.1206 | 364.6668 | 59.2714 | 305.3955 |
Avg Daily Profit (%) | 0.2986 | 0.2622 | 0.0363 | 0.0832 | 0.0252 | 0.0758 |
Buy And Hold Return (%) | 53.5974 | 53.5974 | 53.5974 | 53.5974 | 53.5974 | 53.5974 |
Max Trade Drawdown | -169714 | -154261 | -101878 | -1267066 | -1227239 | -534591 |
Profit Factor | 1.3292 | 1.5169 | 1.0909 | 1.0466 | 1.0126 | 1.0978 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 289 | 136 | 153 | 289 | 136 | 153 |
Losing Trades | 282 | 149 | 133 | 282 | 149 | 133 |
Profitability (%) | 50.613 | 47.7193 | 53.4965 | 50.613 | 47.7193 | 53.4965 |
Ratio Avg Win / Avg Loss | 1.297 | 1.6619 | 0.9483 | 1.0212 | 1.1094 | 0.9543 |
Largest Winning Trade | 188121 | 188121 | 28452 | 297236 | 297236 | 225777 |
Largest Losing Trade | -54955 | -36138 | -54955 | -516060 | -516060 | -323290 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 10941 | 6207 | 4734 | 10941 | 6207 | 4734 |
Profit Streak | 4.8244 | 0 | 5.8244 | 4.8244 | 0 | 5.8244 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469251 | 395976 | -351498 | -247416 | -498393 | -204898 |
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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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