Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503614.9273 | 474819.0327 | 28795.8946 | 99495.6012 | 232543.6368 | -133048.0357 |
Total P&L (%) | 503.6149 | 474.819 | 28.7959 | 99.4956 | 232.5436 | -133.048 |
Avg Daily Profit (%) | 0.2673 | 0.252 | 0.0153 | 0.0367 | 0.0638 | 0 |
Buy And Hold Return (%) | 20.6219 | 20.6219 | 20.6219 | 20.6219 | 20.6219 | 20.6219 |
Max Trade Drawdown | -190528 | -81514 | -185301 | -394502 | -171221 | -391622 |
Profit Factor | 1.1064 | 1.214 | 1.0115 | 1.013 | 1.0647 | 0.9671 |
Total Trades | 2705 | 1353 | 1352 | 2705 | 1353 | 1352 |
Winning Trades | 1317 | 652 | 665 | 1317 | 652 | 665 |
Losing Trades | 1388 | 701 | 687 | 1388 | 701 | 687 |
Profitability (%) | 48.6876 | 48.1892 | 49.1864 | 48.6876 | 48.1892 | 49.1864 |
Ratio Avg Win / Avg Loss | 1.166 | 1.3053 | 1.0449 | 1.0676 | 1.1447 | 0.9991 |
Largest Winning Trade | 55137 | 55137 | 26910 | 72234 | 72234 | 71611 |
Largest Losing Trade | -44907 | -20449 | -44907 | -68069 | -68069 | -58649 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 5649 | 2764 | 2885 | 5649 | 2764 | 2885 |
Profit Streak | 0 | 0 | 7.9998 | 0 | 0 | 7.9999 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87975 | 480237 | -415591 | -344720 | -251439 | -573545 |
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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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