Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608323.1508 | 576523.3729 | 31799.7779 | 190496.974 | 553864.413 | -363367.4389 |
Total P&L (%) | 608.3232 | 576.5234 | 31.7998 | 190.497 | 553.8644 | -363.3674 |
Avg Daily Profit (%) | 0.2921 | 0.2768 | 0.0153 | 0.0512 | 0.0902 | 0 |
Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
Max Trade Drawdown | -156477 | -97493 | -231900 | -947986 | -502526 | -962020 |
Profit Factor | 1.2206 | 1.4845 | 1.0203 | 1.0202 | 1.1382 | 0.9328 |
Total Trades | 776 | 388 | 388 | 776 | 388 | 388 |
Winning Trades | 429 | 220 | 209 | 429 | 220 | 209 |
Losing Trades | 347 | 168 | 179 | 347 | 168 | 179 |
Profitability (%) | 55.2835 | 56.701 | 53.866 | 55.2835 | 56.701 | 53.866 |
Ratio Avg Win / Avg Loss | 0.9873 | 1.1336 | 0.8738 | 0.8252 | 0.8692 | 0.7989 |
Largest Winning Trade | 66834 | 66834 | 54350 | 214380 | 214380 | 190230 |
Largest Losing Trade | -44155 | -42844 | -44155 | -194588 | -161918 | -194588 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 29 | 24 | 35 | 29 | 24 | 35 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 24650 | 10412 | 14238 | 24650 | 10412 | 14238 |
Profit Streak | 6.2118 | 6.2118 | 7.7951 | 6.2118 | 6.2118 | 7.7951 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468069 | 464481 | -535458 | -323971 | -139447 | -578127 |
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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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