Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961526.7818 | 910945.8692 | 50580.9126 | 544693.6366 | 573025.5752 | -28331.9386 |
Total P&L (%) | 961.5268 | 910.9459 | 50.5809 | 544.6936 | 573.0256 | -28.3319 |
Avg Daily Profit (%) | 0.5195 | 0.4921 | 0.0273 | 0.1007 | 0.1031 | -0.018 |
Buy And Hold Return (%) | 56.3479 | 56.3479 | 56.3479 | 56.3479 | 56.3479 | 56.3479 |
Max Trade Drawdown | -285480 | -208968 | -90681 | -2624108 | -1519109 | -1220171 |
Profit Factor | 1.6874 | 1.9626 | 1.1118 | 1.064 | 1.1044 | 0.9906 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 235 | 112 | 123 | 235 | 112 | 123 |
Losing Trades | 258 | 134 | 124 | 258 | 134 | 124 |
Profitability (%) | 47.6673 | 45.5285 | 49.7976 | 47.6673 | 45.5285 | 49.7976 |
Ratio Avg Win / Avg Loss | 1.8525 | 2.3481 | 1.1208 | 1.1681 | 1.3214 | 0.9987 |
Largest Winning Trade | 763183 | 763183 | 31668 | 965238 | 965238 | 331073 |
Largest Losing Trade | -28063 | -27308 | -28063 | -394884 | -320930 | -394884 |
Avg Bars in Trades | 44 | 77 | 11 | 44 | 77 | 11 |
Avg Bars in Winners | 57 | 107 | 11 | 57 | 107 | 11 |
Avg Bars in Losers | 32 | 53 | 11 | 32 | 53 | 11 |
Bars Traded | 21949 | 19101 | 2848 | 21949 | 19101 | 2848 |
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 | 562833 | 477193 | -418790 | -206536 | -161642 | -579842 |
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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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