Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675047.6461 | 498734.7056 | 176312.9405 | 540857.7937 | 561514.5142 | -20656.7205 |
Total P&L (%) | 675.0476 | 498.7347 | 176.3129 | 540.8578 | 561.5145 | -20.6567 |
Avg Daily Profit (%) | 0.4554 | 0.3365 | 0.119 | 0.1254 | 0.1275 | -0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154819 | -162934 | -119733 | -3559457 | -1754838 | -2384062 |
Profit Factor | 1.4059 | 1.6016 | 1.2114 | 1.027 | 1.0587 | 0.998 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 238 | 108 | 130 | 238 | 108 | 130 |
Losing Trades | 356 | 189 | 167 | 356 | 189 | 167 |
Profitability (%) | 40.0673 | 36.3636 | 43.771 | 40.0673 | 36.3636 | 43.771 |
Ratio Avg Win / Avg Loss | 2.103 | 2.8028 | 1.5562 | 1.5362 | 1.8528 | 1.2821 |
Largest Winning Trade | 343189 | 343189 | 41527 | 1203478 | 1203478 | 513183 |
Largest Losing Trade | -47280 | -21804 | -47280 | -807282 | -452114 | -807282 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 17499 | 9095 | 8404 | 17499 | 9095 | 8404 |
Profit Streak | 12.5735 | 0 | 13.4902 | 12.5735 | 0 | 13.4902 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439062 | 270491 | -34097 | -214729 | -181424 | -579655 |
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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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