Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469650.9273 | 427687.0765 | 41963.8508 | 435876.6623 | 674953.9298 | -239077.2675 |
Total P&L (%) | 469.6509 | 427.6871 | 41.9639 | 435.8767 | 674.9539 | -239.0773 |
Avg Daily Profit (%) | 0.2597 | 0.2365 | 0.0232 | 0.0929 | 0.1133 | 0 |
Buy And Hold Return (%) | 94.9293 | 94.9293 | 94.9293 | 94.9293 | 94.9293 | 94.9293 |
Max Trade Drawdown | -121618 | -96684 | -104266 | -600464 | -536287 | -551219 |
Profit Factor | 1.1728 | 1.3236 | 1.0301 | 1.04 | 1.1256 | 0.9567 |
Total Trades | 1281 | 641 | 640 | 1281 | 641 | 640 |
Winning Trades | 594 | 294 | 300 | 594 | 294 | 300 |
Losing Trades | 687 | 347 | 340 | 687 | 347 | 340 |
Profitability (%) | 46.37 | 45.8658 | 46.875 | 46.37 | 45.8658 | 46.875 |
Ratio Avg Win / Avg Loss | 1.3565 | 1.5623 | 1.1674 | 1.2029 | 1.3286 | 1.0842 |
Largest Winning Trade | 62964 | 62964 | 36824 | 213167 | 172207 | 213167 |
Largest Losing Trade | -24688 | -24688 | -23421 | -126222 | -96847 | -126222 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 5165 | 2569 | 2597 | 5165 | 2569 | 2597 |
Profit Streak | 0 | 0 | 5.9108 | 0 | 0 | 5.9108 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18307 | 322660 | -512551 | -241818 | -122184 | -576561 |
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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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