Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493287.6965 | 466080.7371 | 27206.9594 | -15371.8102 | 581731.7998 | -597103.6099 |
Total P&L (%) | 493.2877 | 466.0807 | 27.207 | -15.3718 | 581.7318 | -597.1036 |
Avg Daily Profit (%) | 0.262 | 0.2475 | 0.0144 | -0.0089 | 0.102 | 0 |
Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
Max Trade Drawdown | -203191 | -93660 | -155174 | -925733 | -426043 | -855919 |
Profit Factor | 1.2558 | 1.5659 | 1.0246 | 0.9969 | 1.3172 | 0.8039 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Losing Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Profitability (%) | 59.2251 | 59.0406 | 59.4096 | 59.2251 | 59.0406 | 59.4096 |
Ratio Avg Win / Avg Loss | 0.8646 | 1.0863 | 0.7001 | 0.6863 | 0.9138 | 0.5493 |
Largest Winning Trade | 90946 | 90946 | 45259 | 165432 | 165432 | 149608 |
Largest Losing Trade | -76794 | -34576 | -76794 | -508334 | -161176 | -508334 |
Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Winners | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3762 | 1865 | 1897 | 3762 | 1865 | 1897 |
Profit Streak | 4.4547 | 4.4547 | 14.9547 | 4.4547 | 4.4547 | 14.9547 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405800 | 441072 | -530514 | -575803 | -55365 | -577345 |
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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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