Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088518.7454 | 1133303.4949 | -44784.7496 | 124914.3579 | 1444176.1091 | -1319261.7512 |
Total P&L (%) | 1088.5187 | 1133.3035 | -44.7848 | 124.9144 | 1444.1761 | -1319.2618 |
Avg Daily Profit (%) | 0.5227 | 0.5442 | -0.0215 | 0.0389 | 0.1315 | 0 |
Buy And Hold Return (%) | 466.198 | 466.198 | 466.198 | 466.198 | 466.198 | 466.198 |
Max Trade Drawdown | -156940 | -127804 | -198697 | -1764526 | -1043196 | -1497165 |
Profit Factor | 1.4489 | 1.9577 | 0.9639 | 1.0079 | 1.1877 | 0.836 |
Total Trades | 1056 | 528 | 528 | 1056 | 528 | 528 |
Winning Trades | 519 | 266 | 253 | 519 | 266 | 253 |
Losing Trades | 537 | 262 | 275 | 537 | 262 | 275 |
Profitability (%) | 49.1477 | 50.3788 | 47.9167 | 49.1477 | 50.3788 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.4991 | 1.9283 | 1.0477 | 1.0429 | 1.1698 | 0.9087 |
Largest Winning Trade | 929361 | 929361 | 46047 | 1796171 | 1796171 | 225334 |
Largest Losing Trade | -54393 | -32547 | -54393 | -511565 | -388541 | -511565 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 24851 | 11353 | 13498 | 24851 | 11353 | 13498 |
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 | 463922 | 475656 | -577440 | -512721 | -31610 | -579107 |
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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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