Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206119.6067 | 1239409.0599 | -33289.4533 | 276720.3195 | 1504338.7063 | -1227618.3868 |
Total P&L (%) | 1206.1196 | 1239.4091 | -33.2895 | 276.7203 | 1504.3387 | -1227.6184 |
Avg Daily Profit (%) | 0.5792 | 0.5952 | -0.016 | 0.0637 | 0.1334 | 0 |
Buy And Hold Return (%) | 462.5951 | 462.5951 | 462.5951 | 462.5951 | 462.5951 | 462.5951 |
Max Trade Drawdown | -136946 | -104925 | -138284 | -4702192 | -2360250 | -3085806 |
Profit Factor | 1.6919 | 2.3966 | 0.9611 | 1.0113 | 1.1168 | 0.8944 |
Total Trades | 493 | 247 | 246 | 493 | 247 | 246 |
Winning Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Losing Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Profitability (%) | 43.6105 | 43.7247 | 43.4959 | 43.6105 | 43.7247 | 43.4959 |
Ratio Avg Win / Avg Loss | 2.1876 | 3.0845 | 1.2485 | 1.3076 | 1.4374 | 1.1619 |
Largest Winning Trade | 1063960 | 1063960 | 53993 | 2263259 | 2263259 | 860894 |
Largest Losing Trade | -30033 | -30033 | -23267 | -840708 | -704591 | -840708 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 24771 | 13176 | 11595 | 24771 | 13176 | 11595 |
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 | 400154 | 391715 | -580909 | -481654 | -111214 | -580909 |
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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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