Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523780.729 | 507893.4649 | 15887.2641 | 112305.2917 | 553499.9949 | -441194.7032 |
Total P&L (%) | 523.7807 | 507.8935 | 15.8873 | 112.3053 | 553.5 | -441.1947 |
Avg Daily Profit (%) | 0.2899 | 0.2811 | 0.0088 | 0.0417 | 0.1039 | 0 |
Buy And Hold Return (%) | 192.9274 | 192.9274 | 192.9274 | 192.9274 | 192.9274 | 192.9274 |
Max Trade Drawdown | -228186 | -112402 | -210793 | -1950334 | -1513704 | -1342926 |
Profit Factor | 1.2645 | 1.5854 | 1.0143 | 1.0087 | 1.0897 | 0.9343 |
Total Trades | 509 | 254 | 255 | 509 | 254 | 255 |
Winning Trades | 274 | 132 | 142 | 274 | 132 | 142 |
Losing Trades | 235 | 122 | 113 | 235 | 122 | 113 |
Profitability (%) | 53.831 | 51.9685 | 55.6863 | 53.831 | 51.9685 | 55.6863 |
Ratio Avg Win / Avg Loss | 1.0845 | 1.4653 | 0.8071 | 0.8651 | 1.0071 | 0.7435 |
Largest Winning Trade | 69972 | 69972 | 34822 | 289478 | 289478 | 255276 |
Largest Losing Trade | -72922 | -43181 | -72922 | -692471 | -690706 | -692471 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3478 | 1742 | 1736 | 3478 | 1742 | 1736 |
Profit Streak | 12.9114 | 12.9114 | 16.4114 | 12.9114 | 12.9114 | 16.4114 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368910 | 325340 | -550488 | -510692 | -176994 | -577915 |
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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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