Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711804.1132 | 627694.8463 | 84109.2669 | 1841357.629 | 1800774.0385 | 40583.5904 |
Total P&L (%) | 711.8041 | 627.6948 | 84.1093 | 1841.3576 | 1800.774 | 40.5836 |
Avg Daily Profit (%) | 0.3775 | 0.3329 | 0.0446 | 0.1574 | 0.1563 | 0.0181 |
Buy And Hold Return (%) | 232.6758 | 232.6758 | 232.6758 | 232.6758 | 232.6758 | 232.6758 |
Max Trade Drawdown | -119386 | -151145 | -102941 | -3375664 | -3448059 | -978356 |
Profit Factor | 1.2925 | 1.5127 | 1.0696 | 1.0549 | 1.1039 | 1.0025 |
Total Trades | 1121 | 561 | 560 | 1121 | 561 | 560 |
Winning Trades | 431 | 213 | 218 | 431 | 213 | 218 |
Losing Trades | 690 | 348 | 342 | 690 | 348 | 342 |
Profitability (%) | 38.4478 | 37.9679 | 38.9286 | 38.4478 | 37.9679 | 38.9286 |
Ratio Avg Win / Avg Loss | 2.0692 | 2.4714 | 1.6779 | 1.6889 | 1.8035 | 1.5727 |
Largest Winning Trade | 253242 | 253242 | 25005 | 1501783 | 1501783 | 521742 |
Largest Losing Trade | -20020 | -20020 | -19791 | -607026 | -607026 | -354975 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 5636 | 2821 | 2815 | 5636 | 2821 | 2815 |
Profit Streak | 3.9921 | 6.9921 | 0 | 3.9921 | 6.9921 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331391 | 266986 | -443673 | -149743 | -98356 | -552809 |
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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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