Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052987.8658 | 1017057.3417 | 35930.5242 | 399373.7593 | 617640.6332 | -218266.8739 |
Total P&L (%) | 1052.9879 | 1017.0573 | 35.9305 | 399.3738 | 617.6406 | -218.2669 |
Avg Daily Profit (%) | 0.5056 | 0.4884 | 0.0173 | 0.0773 | 0.0947 | 0 |
Buy And Hold Return (%) | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 |
Max Trade Drawdown | -174422 | -135540 | -207275 | -3326127 | -2625287 | -1004823 |
Profit Factor | 1.5561 | 2.0779 | 1.0378 | 1.0239 | 1.0686 | 0.9715 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 253 | 110 | 143 | 253 | 110 | 143 |
Losing Trades | 309 | 171 | 138 | 309 | 171 | 138 |
Profitability (%) | 45.0178 | 39.1459 | 50.8897 | 45.0178 | 39.1459 | 50.8897 |
Ratio Avg Win / Avg Loss | 1.9006 | 3.2301 | 1.0015 | 1.2506 | 1.6612 | 0.9376 |
Largest Winning Trade | 646444 | 646444 | 49731 | 1788981 | 1788981 | 323244 |
Largest Losing Trade | -30029 | -23101 | -30029 | -646024 | -646024 | -470473 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 24850 | 12288 | 12562 | 24850 | 12288 | 12562 |
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 | 518729 | 401265 | -513464 | -284677 | -213425 | -579748 |
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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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