Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949572.4259 | 921069.6251 | 28502.8008 | 272803.6429 | 340991.3703 | -68187.7275 |
Total P&L (%) | 949.5724 | 921.0696 | 28.5028 | 272.8036 | 340.9914 | -68.1877 |
Avg Daily Profit (%) | 0.4558 | 0.4421 | 0.0137 | 0.0632 | 0.0713 | -0.055 |
Buy And Hold Return (%) | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 |
Max Trade Drawdown | -184549 | -141302 | -203983 | -2572649 | -2103205 | -1018500 |
Profit Factor | 1.467 | 1.8921 | 1.0285 | 1.0157 | 1.0369 | 0.9917 |
Total Trades | 689 | 344 | 345 | 689 | 344 | 345 |
Winning Trades | 321 | 146 | 175 | 321 | 146 | 175 |
Losing Trades | 368 | 198 | 170 | 368 | 198 | 170 |
Profitability (%) | 46.5893 | 42.4419 | 50.7246 | 46.5893 | 42.4419 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.6818 | 2.566 | 0.9991 | 1.1644 | 1.4062 | 0.9633 |
Largest Winning Trade | 504780 | 504780 | 56361 | 1251052 | 1251052 | 625521 |
Largest Losing Trade | -32900 | -29165 | -32900 | -370350 | -370350 | -281486 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 24730 | 11592 | 13137 | 24730 | 11592 | 13137 |
Profit Streak | 0.8962 | 0 | 21.3129 | 0.8962 | 0 | 21.3129 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419346 | 432102 | -528817 | -312950 | -279468 | -578383 |
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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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