Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517998.0332 | 502828.3161 | 15169.7172 | 267163.8452 | 437085.5487 | -169921.7035 |
Total P&L (%) | 517.998 | 502.8283 | 15.1697 | 267.1638 | 437.0855 | -169.9217 |
Avg Daily Profit (%) | 0.2487 | 0.2415 | 0.0073 | 0.0625 | 0.0808 | 0 |
Buy And Hold Return (%) | 127.6518 | 127.6518 | 127.6518 | 127.6518 | 127.6518 | 127.6518 |
Max Trade Drawdown | -185473 | -113714 | -122951 | -3339205 | -1720719 | -2256718 |
Profit Factor | 1.2926 | 1.5487 | 1.0178 | 1.01 | 1.0316 | 0.9869 |
Total Trades | 878 | 439 | 439 | 878 | 439 | 439 |
Winning Trades | 392 | 191 | 201 | 392 | 191 | 201 |
Losing Trades | 486 | 248 | 238 | 486 | 248 | 238 |
Profitability (%) | 44.6469 | 43.508 | 45.7859 | 44.6469 | 43.508 | 45.7859 |
Ratio Avg Win / Avg Loss | 1.6026 | 2.0109 | 1.2051 | 1.2522 | 1.3395 | 1.1686 |
Largest Winning Trade | 226813 | 226813 | 33194 | 773194 | 773194 | 467980 |
Largest Losing Trade | -21216 | -21216 | -16665 | -504319 | -415747 | -504319 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 24774 | 11662 | 13112 | 24774 | 11662 | 13112 |
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 | 367750 | 299607 | -549474 | -322554 | -274140 | -578733 |
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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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