Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520654.972 | 528574.4006 | -7919.4286 | 106480.6418 | 753784.0218 | -647303.38 |
Total P&L (%) | 520.655 | 528.5744 | -7.9194 | 106.4806 | 753.784 | -647.3034 |
Avg Daily Profit (%) | 0.2819 | 0.2862 | -0.0043 | 0.0393 | 0.1162 | 0 |
Buy And Hold Return (%) | 26.4379 | 26.4379 | 26.4379 | 26.4379 | 26.4379 | 26.4379 |
Max Trade Drawdown | -171284 | -106186 | -152511 | -1286799 | -597433 | -865256 |
Profit Factor | 1.3829 | 1.8007 | 0.9887 | 1.0209 | 1.3021 | 0.75 |
Total Trades | 847 | 424 | 423 | 847 | 424 | 423 |
Winning Trades | 328 | 162 | 166 | 328 | 162 | 166 |
Losing Trades | 519 | 262 | 257 | 519 | 262 | 257 |
Profitability (%) | 38.7249 | 38.2075 | 39.2435 | 38.7249 | 38.2075 | 39.2435 |
Ratio Avg Win / Avg Loss | 2.1881 | 2.9122 | 1.5307 | 1.6155 | 2.1059 | 1.1612 |
Largest Winning Trade | 294652 | 294652 | 64747 | 1063772 | 1063772 | 124188 |
Largest Losing Trade | -20381 | -18090 | -20381 | -253504 | -253504 | -142970 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 21528 | 8797 | 12731 | 21528 | 8797 | 12731 |
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 | 387209 | 343521 | -580527 | -338720 | -38936 | -581639 |
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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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