Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426142.5341 | 356199.6881 | 69942.846 | 912841.3461 | 3113953.9153 | -2201112.5692 |
Total P&L (%) | 426.1425 | 356.1997 | 69.9428 | 912.8413 | 3113.9539 | -2201.1126 |
Avg Daily Profit (%) | 0.2481 | 0.2074 | 0.0407 | 0.1349 | 0.2022 | 0 |
Buy And Hold Return (%) | 117.142 | 117.142 | 117.142 | 117.142 | 117.142 | 117.142 |
Max Trade Drawdown | -128223 | -76915 | -116962 | -4881859 | -2917083 | -4588747 |
Profit Factor | 1.3039 | 1.5104 | 1.0993 | 1.0227 | 1.1548 | 0.8909 |
Total Trades | 709 | 354 | 355 | 709 | 354 | 355 |
Winning Trades | 357 | 169 | 188 | 357 | 169 | 188 |
Losing Trades | 352 | 185 | 167 | 352 | 185 | 167 |
Profitability (%) | 50.3526 | 47.7401 | 52.9577 | 50.3526 | 47.7401 | 52.9577 |
Ratio Avg Win / Avg Loss | 1.2856 | 1.6533 | 0.9765 | 1.0083 | 1.2641 | 0.7914 |
Largest Winning Trade | 78113 | 78113 | 36937 | 1476430 | 1476430 | 1454589 |
Largest Losing Trade | -31854 | -14018 | -31854 | -1681764 | -655194 | -1681764 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 20295 | 9418 | 10877 | 20295 | 9418 | 10877 |
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 | 346416 | 280216 | -415570 | -204133 | -41528 | -579094 |
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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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