Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672085.213 | 595222.7128 | 76862.5002 | 2012528.3743 | 605473.8081 | 1407054.5662 |
Total P&L (%) | 672.0852 | 595.2227 | 76.8625 | 2012.5284 | 605.4738 | 1407.0546 |
Avg Daily Profit (%) | 0.3227 | 0.2858 | 0.0369 | 0.1466 | 0.0938 | 0.1303 |
Buy And Hold Return (%) | 254.7152 | 254.7152 | 254.7152 | 254.7152 | 254.7152 | 254.7152 |
Max Trade Drawdown | -114180 | -92413 | -115627 | -4305595 | -3378437 | -1908380 |
Profit Factor | 1.4926 | 1.8863 | 1.1109 | 1.0763 | 1.0437 | 1.1125 |
Total Trades | 551 | 275 | 276 | 551 | 275 | 276 |
Winning Trades | 243 | 117 | 126 | 243 | 117 | 126 |
Losing Trades | 308 | 158 | 150 | 308 | 158 | 150 |
Profitability (%) | 44.1016 | 42.5455 | 45.6522 | 44.1016 | 42.5455 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8918 | 2.5473 | 1.3225 | 1.3643 | 1.4094 | 1.3244 |
Largest Winning Trade | 148618 | 148618 | 44271 | 3371100 | 3371100 | 987514 |
Largest Losing Trade | -27169 | -15966 | -27169 | -835050 | -835050 | -716150 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 24641 | 11743 | 12898 | 24641 | 11743 | 12898 |
Profit Streak | 0 | 15.6982 | 0 | 0 | 15.6982 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309991 | 225812 | -408686 | -132924 | -245524 | -117168 |
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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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