Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496587.2016 | 440202.2344 | 56384.9672 | 643877.2946 | 718780.373 | -74903.0784 |
Total P&L (%) | 496.5872 | 440.2022 | 56.385 | 643.8773 | 718.7804 | -74.9031 |
Avg Daily Profit (%) | 0.2691 | 0.2386 | 0.0306 | 0.1088 | 0.114 | -0.0749 |
Buy And Hold Return (%) | 134.6965 | 134.6965 | 134.6965 | 134.6965 | 134.6965 | 134.6965 |
Max Trade Drawdown | -134968 | -96679 | -105213 | -1569115 | -1229377 | -888507 |
Profit Factor | 1.4 | 1.8094 | 1.0808 | 1.0791 | 1.1846 | 0.9824 |
Total Trades | 521 | 261 | 260 | 521 | 261 | 260 |
Winning Trades | 252 | 128 | 124 | 252 | 128 | 124 |
Losing Trades | 269 | 133 | 136 | 269 | 133 | 136 |
Profitability (%) | 48.3685 | 49.0421 | 47.6923 | 48.3685 | 49.0421 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.4944 | 1.8801 | 1.1854 | 1.1519 | 1.2309 | 1.0774 |
Largest Winning Trade | 180608 | 180608 | 44509 | 339965 | 326410 | 339965 |
Largest Losing Trade | -35756 | -23250 | -35756 | -561152 | -317139 | -561152 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 49 | 49 | 48 | 49 | 49 | 48 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 21801 | 10630 | 11171 | 21801 | 10630 | 11171 |
Profit Streak | 11.3941 | 11.3941 | 17.7274 | 11.3941 | 11.3941 | 17.7274 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345053 | 344936 | -447974 | -179182 | -57846 | -577625 |
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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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