Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587425.2261 | 546790.8938 | 40634.3323 | 479622.4106 | 865075.2131 | -385452.8025 |
Total P&L (%) | 587.4252 | 546.7909 | 40.6343 | 479.6224 | 865.0752 | -385.4528 |
Avg Daily Profit (%) | 0.3167 | 0.2948 | 0.0219 | 0.0948 | 0.1223 | 0 |
Buy And Hold Return (%) | 59.3915 | 59.3915 | 59.3915 | 59.3915 | 59.3915 | 59.3915 |
Max Trade Drawdown | -124043 | -94327 | -227259 | -1364586 | -1214383 | -1014953 |
Profit Factor | 1.2668 | 1.4953 | 1.037 | 1.0391 | 1.1378 | 0.9356 |
Total Trades | 685 | 342 | 343 | 685 | 342 | 343 |
Winning Trades | 245 | 117 | 128 | 245 | 117 | 128 |
Losing Trades | 440 | 225 | 215 | 440 | 225 | 215 |
Profitability (%) | 35.7664 | 34.2105 | 37.3178 | 35.7664 | 34.2105 | 37.3178 |
Ratio Avg Win / Avg Loss | 2.275 | 2.8756 | 1.7418 | 1.8662 | 2.1881 | 1.5714 |
Largest Winning Trade | 87103 | 87103 | 47877 | 649614 | 649614 | 370801 |
Largest Losing Trade | -22374 | -17017 | -22374 | -225018 | -177077 | -225018 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 11094 | 5747 | 5347 | 11094 | 5747 | 5347 |
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 | 300513 | 237830 | -511511 | -244497 | -101777 | -581416 |
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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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