Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588333.7349 | 561459.9788 | 26873.7561 | 2368318.5697 | 3989391.2847 | -1621072.715 |
Total P&L (%) | 588.3337 | 561.46 | 26.8738 | 2368.3186 | 3989.3913 | -1621.0727 |
Avg Daily Profit (%) | 0.2825 | 0.2696 | 0.0129 | 0.1541 | 0.1783 | 0 |
Buy And Hold Return (%) | 1215.661 | 1215.661 | 1215.661 | 1215.661 | 1215.661 | 1215.661 |
Max Trade Drawdown | -97061 | -50031 | -112121 | -2060607 | -1000507 | -2320358 |
Profit Factor | 1.4245 | 1.8808 | 1.0359 | 1.1894 | 1.7419 | 0.7726 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 248 | 125 | 123 | 248 | 125 | 123 |
Losing Trades | 271 | 134 | 137 | 271 | 134 | 137 |
Profitability (%) | 47.7842 | 48.2625 | 47.3077 | 47.7842 | 48.2625 | 47.3077 |
Ratio Avg Win / Avg Loss | 1.5566 | 2.0162 | 1.1538 | 1.2997 | 1.8673 | 0.8606 |
Largest Winning Trade | 79891 | 79891 | 44859 | 1388229 | 1388229 | 439666 |
Largest Losing Trade | -35235 | -35235 | -33785 | -934607 | -525025 | -934607 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 24843 | 12908 | 11935 | 24843 | 12908 | 11935 |
Profit Streak | 0 | 20.1747 | 0 | 0 | 20.1747 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153228 | -152388 | -522653 | -9964 | 341304 | -581020 |
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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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