Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946026.8806 | 938640.94 | 7385.9406 | 416827.3116 | 1943301.1285 | -1526473.8169 |
Total P&L (%) | 946.0269 | 938.6409 | 7.3859 | 416.8273 | 1943.3011 | -1526.4738 |
Avg Daily Profit (%) | 0.4543 | 0.4507 | 0.0035 | 0.0789 | 0.145 | 0 |
Buy And Hold Return (%) | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 |
Max Trade Drawdown | -206851 | -130209 | -207692 | -4820553 | -2715120 | -2706324 |
Profit Factor | 1.5166 | 2.0252 | 1.0081 | 1.0196 | 1.1734 | 0.849 |
Total Trades | 639 | 320 | 319 | 639 | 320 | 319 |
Winning Trades | 291 | 143 | 148 | 291 | 143 | 148 |
Losing Trades | 348 | 177 | 171 | 348 | 177 | 171 |
Profitability (%) | 45.5399 | 44.6875 | 46.395 | 45.5399 | 44.6875 | 46.395 |
Ratio Avg Win / Avg Loss | 1.8137 | 2.5067 | 1.1647 | 1.2193 | 1.4524 | 0.981 |
Largest Winning Trade | 496730 | 496730 | 81106 | 3590615 | 3590615 | 513367 |
Largest Losing Trade | -32056 | -32056 | -24795 | -702139 | -651956 | -702139 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 24724 | 11000 | 13724 | 24724 | 11000 | 13724 |
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 | 516008 | 470930 | -565797 | -286420 | -29827 | -581067 |
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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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