Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262970.8142 | 1275408.7936 | -12437.9795 | 502058.7481 | 246334.7578 | 255723.9903 |
Total P&L (%) | 1262.9708 | 1275.4088 | -12.438 | 502.0587 | 246.3348 | 255.724 |
Avg Daily Profit (%) | 0.5689 | 0.5745 | -0.0056 | 0.0809 | 0.056 | 0.0572 |
Buy And Hold Return (%) | 434.7107 | 434.7107 | 434.7107 | 434.7107 | 434.7107 | 434.7107 |
Max Trade Drawdown | -148583 | -110302 | -180299 | -2362070 | -1593085 | -1265087 |
Profit Factor | 1.5928 | 2.2526 | 0.9888 | 1.0276 | 1.0264 | 1.0289 |
Total Trades | 852 | 426 | 426 | 852 | 426 | 426 |
Winning Trades | 266 | 127 | 139 | 266 | 127 | 139 |
Losing Trades | 586 | 299 | 287 | 586 | 299 | 287 |
Profitability (%) | 31.2207 | 29.8122 | 32.6291 | 31.2207 | 29.8122 | 32.6291 |
Ratio Avg Win / Avg Loss | 3.509 | 5.3033 | 2.0417 | 2.2639 | 2.4165 | 2.1244 |
Largest Winning Trade | 1056190 | 1056190 | 38334 | 1194291 | 1194291 | 548297 |
Largest Losing Trade | -20953 | -15683 | -20953 | -279386 | -279386 | -227798 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13244 | 6633 | 6611 | 13244 | 6633 | 6611 |
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 | 302569 | 205194 | -582806 | -393706 | -480960 | -474784 |
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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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