Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521874.7873 | 486182.3272 | 35692.4601 | 407636.9981 | 995101.4258 | -587464.4277 |
Total P&L (%) | 521.8748 | 486.1823 | 35.6925 | 407.637 | 995.1014 | -587.4644 |
Avg Daily Profit (%) | 0.2505 | 0.2334 | 0.0171 | 0.078 | 0.115 | 0 |
Buy And Hold Return (%) | 103.5088 | 103.5088 | 103.5088 | 103.5088 | 103.5088 | 103.5088 |
Max Trade Drawdown | -119899 | -72366 | -203491 | -892909 | -661109 | -1401728 |
Profit Factor | 1.2668 | 1.5196 | 1.035 | 1.0367 | 1.1885 | 0.8994 |
Total Trades | 636 | 318 | 318 | 636 | 318 | 318 |
Winning Trades | 264 | 135 | 129 | 264 | 135 | 129 |
Losing Trades | 372 | 183 | 189 | 372 | 183 | 189 |
Profitability (%) | 41.5094 | 42.4528 | 40.566 | 41.5094 | 42.4528 | 40.566 |
Ratio Avg Win / Avg Loss | 1.7851 | 2.0599 | 1.5164 | 1.4608 | 1.6111 | 1.3178 |
Largest Winning Trade | 129066 | 129066 | 43574 | 603192 | 603192 | 203889 |
Largest Losing Trade | -38625 | -24805 | -38625 | -364326 | -224005 | -364326 |
Avg Bars in Trades | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Winners | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 24865 | 12586 | 12278 | 24865 | 12586 | 12278 |
Profit Streak | 7.6402 | 0 | 11.9735 | 7.6402 | 0 | 11.9735 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318778 | 252473 | -518140 | -270557 | -52957 | -580586 |
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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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