Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607764.4444 | 560071.1279 | 47693.3164 | 920906.916 | 3369524.8843 | -2448617.9684 |
Total P&L (%) | 607.7644 | 560.0711 | 47.6933 | 920.9069 | 3369.5249 | -2448.618 |
Avg Daily Profit (%) | 0.2432 | 0.2241 | 0.0191 | 0.093 | 0.142 | 0 |
Buy And Hold Return (%) | 282.4211 | 282.4211 | 282.4211 | 282.4211 | 282.4211 | 282.4211 |
Max Trade Drawdown | -212737 | -172181 | -117106 | -16261526 | -14781586 | -4243361 |
Profit Factor | 1.2966 | 1.4168 | 1.0676 | 1.0192 | 1.1048 | 0.8456 |
Total Trades | 880 | 440 | 440 | 880 | 440 | 440 |
Winning Trades | 546 | 265 | 281 | 546 | 265 | 281 |
Losing Trades | 334 | 175 | 159 | 334 | 175 | 159 |
Profitability (%) | 62.0455 | 60.2273 | 63.8636 | 62.0455 | 60.2273 | 63.8636 |
Ratio Avg Win / Avg Loss | 0.7931 | 0.9356 | 0.6041 | 0.6235 | 0.7296 | 0.4785 |
Largest Winning Trade | 105510 | 105510 | 14210 | 5801433 | 5801433 | 1133201 |
Largest Losing Trade | -39616 | -39616 | -39479 | -3773814 | -3773814 | -3203975 |
Avg Bars in Trades | 16 | 26 | 7 | 16 | 26 | 7 |
Avg Bars in Winners | 12 | 19 | 5 | 12 | 19 | 5 |
Avg Bars in Losers | 24 | 37 | 9 | 24 | 37 | 9 |
Bars Traded | 14906 | 11779 | 3127 | 14906 | 11779 | 3127 |
Profit Streak | 7.5567 | 0 | 12.2234 | 7.5567 | 0 | 12.2234 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304480 | 133953 | -476552 | -264822 | -106576 | -576339 |
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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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