Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878951.6367 | 932190.7397 | -53239.1029 | -15001.708 | 289302.5597 | -304304.2677 |
Total P&L (%) | 878.9516 | 932.1907 | -53.2391 | -15.0017 | 289.3026 | -304.3043 |
Avg Daily Profit (%) | 0.3972 | 0.4212 | -0.0241 | -0.0073 | 0.0614 | 0 |
Buy And Hold Return (%) | 151.3266 | 151.3266 | 151.3266 | 151.3266 | 151.3266 | 151.3266 |
Max Trade Drawdown | -184709 | -144733 | -229705 | -570260 | -493182 | -407204 |
Profit Factor | 1.402 | 1.8877 | 0.9532 | 0.9961 | 1.154 | 0.8456 |
Total Trades | 832 | 416 | 416 | 832 | 416 | 416 |
Winning Trades | 398 | 191 | 207 | 398 | 191 | 207 |
Losing Trades | 434 | 225 | 209 | 434 | 225 | 209 |
Profitability (%) | 47.8365 | 45.9135 | 49.7596 | 47.8365 | 45.9135 | 49.7596 |
Ratio Avg Win / Avg Loss | 1.5288 | 2.2237 | 0.9624 | 1.0862 | 1.3594 | 0.8538 |
Largest Winning Trade | 791535 | 791535 | 34443 | 446685 | 446685 | 64779 |
Largest Losing Trade | -42132 | -41788 | -42132 | -133792 | -133792 | -114612 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 6450 | 3095 | 3355 | 6450 | 3095 | 3355 |
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 | 523028 | 477347 | -578974 | -575329 | -169166 | -578974 |
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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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