Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317192.0283 | 283995.2488 | 33196.7795 | 58284.4816 | 843250.6051 | -784966.1235 |
Total P&L (%) | 317.192 | 283.9952 | 33.1968 | 58.2845 | 843.2506 | -784.9661 |
Avg Daily Profit (%) | 0.2247 | 0.2012 | 0.0235 | 0.0325 | 0.1591 | 0 |
Buy And Hold Return (%) | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 |
Max Trade Drawdown | -212460 | -95603 | -155067 | -1966168 | -826280 | -1941139 |
Profit Factor | 1.1312 | 1.2551 | 1.0255 | 1.0032 | 1.099 | 0.9202 |
Total Trades | 1146 | 573 | 573 | 1146 | 573 | 573 |
Winning Trades | 776 | 377 | 399 | 776 | 377 | 399 |
Losing Trades | 370 | 196 | 174 | 370 | 196 | 174 |
Profitability (%) | 67.7138 | 65.7941 | 69.6335 | 67.7138 | 65.7941 | 69.6335 |
Ratio Avg Win / Avg Loss | 0.5394 | 0.6525 | 0.4472 | 0.4783 | 0.5714 | 0.4013 |
Largest Winning Trade | 22086 | 22086 | 20081 | 166948 | 166948 | 141163 |
Largest Losing Trade | -38696 | -30739 | -38696 | -465418 | -419018 | -465418 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 16883 | 7730 | 9153 | 16883 | 7730 | 9153 |
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 | -61359 | 379362 | -353684 | -360917 | -100849 | -575516 |
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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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