Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620414.98 | 611649.979 | 8765.001 | 174694.6386 | 221572.9484 | -46878.3099 |
Total P&L (%) | 620.415 | 611.65 | 8.765 | 174.6946 | 221.5729 | -46.8783 |
Avg Daily Profit (%) | 0.2979 | 0.2937 | 0.0042 | 0.0485 | 0.0561 | -0.0304 |
Buy And Hold Return (%) | 100.1799 | 100.1799 | 100.1799 | 100.1799 | 100.1799 | 100.1799 |
Max Trade Drawdown | -149461 | -120707 | -186931 | -1638955 | -1600739 | -635169 |
Profit Factor | 1.4638 | 1.8908 | 1.0135 | 1.0219 | 1.0508 | 0.9871 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 226 | 105 | 121 | 226 | 105 | 121 |
Losing Trades | 333 | 175 | 158 | 333 | 175 | 158 |
Profitability (%) | 40.4293 | 37.5 | 43.3692 | 40.4293 | 37.5 | 43.3692 |
Ratio Avg Win / Avg Loss | 2.1568 | 3.1513 | 1.3234 | 1.5057 | 1.7514 | 1.2889 |
Largest Winning Trade | 299200 | 299200 | 44385 | 1123116 | 1123116 | 568936 |
Largest Losing Trade | -24749 | -23345 | -24749 | -312716 | -312716 | -225935 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 24737 | 11757 | 12980 | 24737 | 11757 | 12980 |
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 | 350315 | 283657 | -560367 | -332857 | -290929 | -580786 |
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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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