Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136212.2315 | 1093837.9487 | 42374.2828 | 925092.5879 | 302992.402 | 622100.1859 |
Total P&L (%) | 1136.2122 | 1093.8379 | 42.3743 | 925.0926 | 302.9924 | 622.1002 |
Avg Daily Profit (%) | 0.5454 | 0.5251 | 0.0203 | 0.1118 | 0.0669 | 0.0949 |
Buy And Hold Return (%) | 402.6165 | 402.6165 | 402.6165 | 402.6165 | 402.6165 | 402.6165 |
Max Trade Drawdown | -97947 | -81919 | -150684 | -894173 | -824508 | -483489 |
Profit Factor | 1.7018 | 2.3717 | 1.0516 | 1.0865 | 1.0563 | 1.117 |
Total Trades | 887 | 443 | 444 | 887 | 443 | 444 |
Winning Trades | 287 | 142 | 145 | 287 | 142 | 145 |
Losing Trades | 600 | 301 | 299 | 600 | 301 | 299 |
Profitability (%) | 32.3563 | 32.0542 | 32.6577 | 32.3563 | 32.0542 | 32.6577 |
Ratio Avg Win / Avg Loss | 3.5578 | 5.0274 | 2.1684 | 2.2714 | 2.239 | 2.3034 |
Largest Winning Trade | 903049 | 903049 | 45547 | 582341 | 582341 | 386900 |
Largest Losing Trade | -18878 | -18878 | -14403 | -257268 | -144976 | -257268 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 24567 | 11933 | 12634 | 24567 | 11933 | 12634 |
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 | 323800 | 253059 | -498841 | -174507 | -431790 | -171111 |
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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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