Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964438.0512 | 847744.2597 | 116693.7914 | 5672971.8637 | 8223101.4478 | -2550129.5841 |
Total P&L (%) | 964.4381 | 847.7443 | 116.6938 | 5672.9719 | 8223.1014 | -2550.1296 |
Avg Daily Profit (%) | 0.4408 | 0.3875 | 0.0533 | 0.1856 | 0.2023 | 0 |
Buy And Hold Return (%) | 650.7188 | 650.7188 | 650.7188 | 650.7188 | 650.7188 | 650.7188 |
Max Trade Drawdown | -122962 | -63080 | -213279 | -3085502 | -751891 | -5298708 |
Profit Factor | 1.5233 | 2.0265 | 1.1147 | 1.2035 | 1.8265 | 0.8577 |
Total Trades | 523 | 261 | 262 | 523 | 261 | 262 |
Winning Trades | 294 | 142 | 152 | 294 | 142 | 152 |
Losing Trades | 229 | 119 | 110 | 229 | 119 | 110 |
Profitability (%) | 56.2141 | 54.4061 | 58.0153 | 56.2141 | 54.4061 | 58.0153 |
Ratio Avg Win / Avg Loss | 1.1865 | 1.6982 | 0.8067 | 0.9374 | 1.5306 | 0.6207 |
Largest Winning Trade | 287758 | 287758 | 48926 | 1401947 | 1401947 | 707522 |
Largest Losing Trade | -66818 | -23253 | -66818 | -3023736 | -520002 | -3023736 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 8613 | 4301 | 4312 | 8613 | 4301 | 4312 |
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 | -426 | -56428 | -381325 | 344092 | 474541 | -578646 |
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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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