Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857989.57 | 851487.148 | 6502.422 | 221380.145 | 309834.1654 | -88454.0204 |
Total P&L (%) | 857.9896 | 851.4871 | 6.5024 | 221.3801 | 309.8342 | -88.454 |
Avg Daily Profit (%) | 0.467 | 0.4634 | 0.0035 | 0.0636 | 0.0768 | -0.1174 |
Buy And Hold Return (%) | 106.683 | 106.683 | 106.683 | 106.683 | 106.683 | 106.683 |
Max Trade Drawdown | -109753 | -95496 | -71346 | -705938 | -551200 | -403585 |
Profit Factor | 1.8392 | 2.6681 | 1.0127 | 1.0562 | 1.157 | 0.955 |
Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
Winning Trades | 229 | 113 | 116 | 229 | 113 | 116 |
Losing Trades | 250 | 127 | 123 | 250 | 127 | 123 |
Profitability (%) | 47.8079 | 47.0833 | 48.5356 | 47.8079 | 47.0833 | 48.5356 |
Ratio Avg Win / Avg Loss | 2.0079 | 2.9987 | 1.0738 | 1.1531 | 1.3003 | 1.0126 |
Largest Winning Trade | 793455 | 793455 | 47543 | 516532 | 516532 | 204718 |
Largest Losing Trade | -31375 | -22778 | -31375 | -171687 | -134333 | -171687 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Losers | 32 | 24 | 40 | 32 | 24 | 40 |
Bars Traded | 21725 | 10491 | 11234 | 21725 | 10491 | 11234 |
Profit Streak | 0 | 0 | 10.1666 | 0 | 0 | 10.1666 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556563 | 538010 | -559635 | -271483 | -141918 | -578326 |
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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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