Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787635.2071 | 920248.9326 | -132613.7255 | -64872.1898 | 1118541.817 | -1183414.0067 |
Total P&L (%) | 787.6352 | 920.2489 | -132.6137 | -64.8722 | 1118.5418 | -1183.414 |
Avg Daily Profit (%) | 0.3782 | 0.4419 | -0.0637 | -0.0502 | 0.1201 | 0 |
Buy And Hold Return (%) | 469.4483 | 469.4483 | 469.4483 | 469.4483 | 469.4483 | 469.4483 |
Max Trade Drawdown | -209128 | -147397 | -240334 | -903187 | -462660 | -1315183 |
Profit Factor | 1.3638 | 1.8954 | 0.8834 | 0.9912 | 1.3487 | 0.7149 |
Total Trades | 920 | 460 | 460 | 920 | 460 | 460 |
Winning Trades | 444 | 227 | 217 | 444 | 227 | 217 |
Losing Trades | 476 | 233 | 243 | 476 | 233 | 243 |
Profitability (%) | 48.2609 | 49.3478 | 47.1739 | 48.2609 | 49.3478 | 47.1739 |
Ratio Avg Win / Avg Loss | 1.462 | 1.9455 | 0.9893 | 1.0626 | 1.3844 | 0.8006 |
Largest Winning Trade | 830649 | 830649 | 42629 | 837491 | 837491 | 126736 |
Largest Losing Trade | -59951 | -39192 | -59951 | -536513 | -149990 | -536513 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 24709 | 13434 | 11275 | 24709 | 13434 | 11275 |
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 | 209535 | 303215 | -579750 | -574288 | -34297 | -579750 |
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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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