Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149057.369 | 1177849.8268 | -28792.4578 | 245776.0205 | 1214406.5765 | -968630.556 |
Total P&L (%) | 1149.0574 | 1177.8498 | -28.7925 | 245.776 | 1214.4066 | -968.6306 |
Avg Daily Profit (%) | 0.5518 | 0.5656 | -0.0138 | 0.0596 | 0.1238 | 0 |
Buy And Hold Return (%) | 442.4113 | 442.4113 | 442.4113 | 442.4113 | 442.4113 | 442.4113 |
Max Trade Drawdown | -135182 | -85672 | -160708 | -2209292 | -1149093 | -1256074 |
Profit Factor | 1.6953 | 2.4377 | 0.9654 | 1.0251 | 1.2554 | 0.8075 |
Total Trades | 643 | 322 | 321 | 643 | 322 | 321 |
Winning Trades | 284 | 145 | 139 | 284 | 145 | 139 |
Losing Trades | 359 | 177 | 182 | 359 | 177 | 182 |
Profitability (%) | 44.168 | 45.0311 | 43.3022 | 44.168 | 45.0311 | 43.3022 |
Ratio Avg Win / Avg Loss | 2.143 | 2.9757 | 1.2641 | 1.2958 | 1.5325 | 1.0573 |
Largest Winning Trade | 943522 | 943522 | 49597 | 2068664 | 2068664 | 381765 |
Largest Losing Trade | -46065 | -28545 | -46065 | -764096 | -662640 | -764096 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 24740 | 11962 | 12778 | 24740 | 11962 | 12778 |
Profit Streak | 0 | 0 | 8.3908 | 0 | 0 | 8.3908 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427628 | 417312 | -579921 | -470939 | -30578 | -579921 |
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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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