Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664144.2642 | 484045.6651 | 180098.5991 | 5923703.933 | 5898054.1747 | 25649.7583 |
Total P&L (%) | 664.1443 | 484.0457 | 180.0986 | 5923.7039 | 5898.0542 | 25.6498 |
Avg Daily Profit (%) | 0.3904 | 0.2846 | 0.1059 | 0.2412 | 0.241 | 0.0134 |
Buy And Hold Return (%) | 83.8827 | 83.8827 | 83.8827 | 83.8827 | 83.8827 | 83.8827 |
Max Trade Drawdown | -122602 | -70036 | -79171 | -10370406 | -7293005 | -5813111 |
Profit Factor | 1.2724 | 1.4192 | 1.1403 | 1.053 | 1.1066 | 1.0005 |
Total Trades | 1461 | 731 | 730 | 1461 | 731 | 730 |
Winning Trades | 946 | 475 | 471 | 946 | 475 | 471 |
Losing Trades | 515 | 256 | 259 | 515 | 256 | 259 |
Profitability (%) | 64.7502 | 64.9795 | 64.5205 | 64.7502 | 64.9795 | 64.5205 |
Ratio Avg Win / Avg Loss | 0.6927 | 0.7649 | 0.6271 | 0.5732 | 0.5964 | 0.5501 |
Largest Winning Trade | 37783 | 37783 | 14556 | 1254216 | 1177808 | 1254216 |
Largest Losing Trade | -49072 | -40065 | -49072 | -2868217 | -2868217 | -2263705 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 20253 | 10558 | 9695 | 20253 | 10558 | 9695 |
Profit Streak | 3.1056 | 3.1056 | 4.8556 | 3.1056 | 3.1056 | 4.8556 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610658 | 431290 | -118077 | -146486 | -91234 | -555069 |
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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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