Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994234.1681 | 1024709.5744 | -30475.4063 | 188539.0169 | 1728138.5392 | -1539599.5222 |
Total P&L (%) | 994.2342 | 1024.7096 | -30.4754 | 188.539 | 1728.1385 | -1539.5995 |
Avg Daily Profit (%) | 0.4774 | 0.4921 | -0.0146 | 0.0509 | 0.1396 | 0 |
Buy And Hold Return (%) | 479.2622 | 479.2622 | 479.2622 | 479.2622 | 479.2622 | 479.2622 |
Max Trade Drawdown | -143140 | -98872 | -159404 | -2852582 | -1553862 | -1824705 |
Profit Factor | 1.5052 | 2.1278 | 0.9712 | 1.0114 | 1.22 | 0.824 |
Total Trades | 952 | 476 | 476 | 952 | 476 | 476 |
Winning Trades | 451 | 219 | 232 | 451 | 219 | 232 |
Losing Trades | 501 | 257 | 244 | 501 | 257 | 244 |
Profitability (%) | 47.374 | 46.0084 | 48.7395 | 47.374 | 46.0084 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.6721 | 2.4971 | 1.0215 | 1.1235 | 1.4316 | 0.8666 |
Largest Winning Trade | 812349 | 812349 | 43542 | 2337325 | 2337325 | 307937 |
Largest Losing Trade | -52485 | -32772 | -52485 | -798304 | -440311 | -798304 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 24832 | 12330 | 12502 | 24832 | 12330 | 12502 |
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 | 399996 | 333726 | -577391 | -494113 | -8528 | -579058 |
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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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