Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149856.3751 | 1091584.1732 | 58272.2018 | 1634003.1916 | 1345056.6561 | 288946.5355 |
Total P&L (%) | 1149.8564 | 1091.5842 | 58.2722 | 1634.0032 | 1345.0567 | 288.9465 |
Avg Daily Profit (%) | 0.5522 | 0.5242 | 0.028 | 0.1371 | 0.1283 | 0.0652 |
Buy And Hold Return (%) | 467.1454 | 467.1454 | 467.1454 | 467.1454 | 467.1454 | 467.1454 |
Max Trade Drawdown | -221047 | -121083 | -146321 | -5495327 | -2057036 | -4936497 |
Profit Factor | 1.7896 | 2.6227 | 1.0744 | 1.0642 | 1.1173 | 1.0206 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 219 | 114 | 105 | 219 | 114 | 105 |
Losing Trades | 265 | 128 | 137 | 265 | 128 | 137 |
Profitability (%) | 45.2479 | 47.1074 | 43.3884 | 45.2479 | 47.1074 | 43.3884 |
Ratio Avg Win / Avg Loss | 2.1655 | 2.9447 | 1.4018 | 1.2877 | 1.2545 | 1.3317 |
Largest Winning Trade | 816089 | 816089 | 43399 | 1768370 | 1768370 | 1290018 |
Largest Losing Trade | -48268 | -23628 | -48268 | -1171039 | -482603 | -1171039 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 36 | 34 | 37 | 36 | 34 | 37 |
Bars Traded | 24828 | 12386 | 12442 | 24828 | 12386 | 12442 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407179 | 387070 | -461854 | -161520 | -116404 | -471270 |
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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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