Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015390.9985 | 1198292.0856 | -182901.0871 | -75336.1916 | 105685.1715 | -181021.3631 |
Total P&L (%) | 1015.391 | 1198.2921 | -182.9011 | -75.3362 | 105.6852 | -181.0214 |
Avg Daily Profit (%) | 0.4586 | 0.5412 | -0.0826 | -0.0632 | 0.0326 | 0 |
Buy And Hold Return (%) | 523.6889 | 523.6889 | 523.6889 | 523.6889 | 523.6889 | 523.6889 |
Max Trade Drawdown | -240623 | -159950 | -273837 | -260187 | -180281 | -192847 |
Profit Factor | 1.5712 | 2.4432 | 0.807 | 0.9422 | 1.1662 | 0.729 |
Total Trades | 437 | 219 | 218 | 437 | 219 | 218 |
Winning Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Losing Trades | 243 | 120 | 123 | 243 | 120 | 123 |
Profitability (%) | 44.3936 | 45.2055 | 43.578 | 44.3936 | 45.2055 | 43.578 |
Ratio Avg Win / Avg Loss | 1.968 | 2.9614 | 1.0448 | 1.1802 | 1.4135 | 0.9439 |
Largest Winning Trade | 1128565 | 1128565 | 48738 | 176479 | 176479 | 38027 |
Largest Losing Trade | -42437 | -36747 | -42437 | -89043 | -89043 | -30713 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 13106 | 6861 | 6245 | 13106 | 6861 | 6245 |
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 | 222672 | 337243 | -580745 | -578729 | -354176 | -582412 |
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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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