Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761527.8951 | 879431.6068 | -117903.7117 | -65204.6589 | 445106.2521 | -510310.911 |
Total P&L (%) | 761.5279 | 879.4316 | -117.9037 | -65.2047 | 445.1063 | -510.3109 |
Avg Daily Profit (%) | 0.3655 | 0.4221 | -0.0566 | -0.0507 | 0.0814 | 0 |
Buy And Hold Return (%) | 395.7096 | 395.7096 | 395.7096 | 395.7096 | 395.7096 | 395.7096 |
Max Trade Drawdown | -256635 | -144998 | -253844 | -1004566 | -557085 | -557348 |
Profit Factor | 1.3515 | 1.8217 | 0.8925 | 0.9761 | 1.3268 | 0.6267 |
Total Trades | 940 | 470 | 470 | 940 | 470 | 470 |
Winning Trades | 447 | 239 | 208 | 447 | 239 | 208 |
Losing Trades | 493 | 231 | 262 | 493 | 231 | 262 |
Profitability (%) | 47.5532 | 50.8511 | 44.2553 | 47.5532 | 50.8511 | 44.2553 |
Ratio Avg Win / Avg Loss | 1.4906 | 1.7607 | 1.1241 | 1.0766 | 1.2824 | 0.7895 |
Largest Winning Trade | 832550 | 832550 | 50494 | 904091 | 904091 | 77773 |
Largest Losing Trade | -41147 | -28545 | -41147 | -201514 | -195644 | -201514 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 32 | 27 | 38 | 32 | 27 | 38 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 24712 | 11645 | 13067 | 24712 | 11645 | 13067 |
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 | 255988 | 369901 | -579166 | -574459 | -208635 | -580833 |
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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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