Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794957.2751 | 696239.0912 | 98718.1838 | 1818972.2881 | 2307538.1456 | -488565.8575 |
Total P&L (%) | 794.9573 | 696.2391 | 98.7182 | 1818.9723 | 2307.5381 | -488.5659 |
Avg Daily Profit (%) | 0.3178 | 0.2784 | 0.0395 | 0.1182 | 0.1273 | 0 |
Buy And Hold Return (%) | 126.0566 | 126.0566 | 126.0566 | 126.0566 | 126.0566 | 126.0566 |
Max Trade Drawdown | -248234 | -191377 | -109970 | -2790284 | -1473930 | -1547602 |
Profit Factor | 1.4932 | 1.8285 | 1.128 | 1.2088 | 1.5485 | 0.8916 |
Total Trades | 669 | 334 | 335 | 669 | 334 | 335 |
Winning Trades | 220 | 96 | 124 | 220 | 96 | 124 |
Losing Trades | 449 | 238 | 211 | 449 | 238 | 211 |
Profitability (%) | 32.8849 | 28.7425 | 37.0149 | 32.8849 | 28.7425 | 37.0149 |
Ratio Avg Win / Avg Loss | 3.0474 | 4.533 | 1.9193 | 2.467 | 3.839 | 1.5171 |
Largest Winning Trade | 368771 | 368771 | 34592 | 1032445 | 1032445 | 541982 |
Largest Losing Trade | -21442 | -18849 | -21442 | -518863 | -283355 | -518863 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 14946 | 7308 | 7638 | 14946 | 7308 | 7638 |
Profit Streak | 12.2913 | 0 | 13.458 | 12.2913 | 0 | 13.458 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312965 | -659 | -387602 | -36429 | -31835 | -580973 |
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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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