Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734712.0889 | 768946.791 | -34234.7021 | 38742.5209 | 363198.5828 | -324456.0619 |
Total P&L (%) | 734.7121 | 768.9468 | -34.2347 | 38.7425 | 363.1986 | -324.4561 |
Avg Daily Profit (%) | 0.3528 | 0.3692 | -0.0164 | 0.0157 | 0.0736 | 0 |
Buy And Hold Return (%) | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 |
Max Trade Drawdown | -238860 | -156738 | -243827 | -2667121 | -1477082 | -1704449 |
Profit Factor | 1.3848 | 1.7916 | 0.9635 | 1.0024 | 1.0411 | 0.9571 |
Total Trades | 503 | 252 | 251 | 503 | 252 | 251 |
Winning Trades | 189 | 87 | 102 | 189 | 87 | 102 |
Losing Trades | 314 | 165 | 149 | 314 | 165 | 149 |
Profitability (%) | 37.5746 | 34.5238 | 40.6375 | 37.5746 | 34.5238 | 40.6375 |
Ratio Avg Win / Avg Loss | 2.3007 | 3.3979 | 1.4075 | 1.6653 | 1.9745 | 1.3981 |
Largest Winning Trade | 526602 | 526602 | 55437 | 1060819 | 1060819 | 329064 |
Largest Losing Trade | -30887 | -30410 | -30887 | -495091 | -339533 | -495091 |
Avg Bars in Trades | 49 | 52 | 45 | 49 | 52 | 45 |
Avg Bars in Winners | 80 | 89 | 73 | 80 | 89 | 73 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 24664 | 13333 | 11331 | 24664 | 13333 | 11331 |
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 | 318722 | 274563 | -581994 | -556636 | -276267 | -581994 |
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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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