Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758344.986 | 653110.4982 | 105234.4878 | 1150190.5992 | 83119.2052 | 1067071.394 |
Total P&L (%) | 758.345 | 653.1105 | 105.2345 | 1150.1906 | 83.1192 | 1067.0714 |
Avg Daily Profit (%) | 0.364 | 0.3135 | 0.0505 | 0.1213 | 0.029 | 0.118 |
Buy And Hold Return (%) | 76.936 | 76.936 | 76.936 | 76.936 | 76.936 | 76.936 |
Max Trade Drawdown | -123546 | -70290 | -116642 | -1705105 | -1511098 | -920424 |
Profit Factor | 1.6438 | 2.0166 | 1.1965 | 1.0813 | 1.0104 | 1.1728 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 211 | 103 | 108 | 211 | 103 | 108 |
Losing Trades | 283 | 144 | 139 | 283 | 144 | 139 |
Profitability (%) | 42.7126 | 41.7004 | 43.7247 | 42.7126 | 41.7004 | 43.7247 |
Ratio Avg Win / Avg Loss | 2.2047 | 2.8194 | 1.54 | 1.4503 | 1.4126 | 1.5095 |
Largest Winning Trade | 311622 | 311622 | 41576 | 981731 | 981731 | 681161 |
Largest Losing Trade | -42417 | -17564 | -42417 | -355980 | -346880 | -355980 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 80 | 61 | 99 | 80 | 61 | 99 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 24501 | 10461 | 14040 | 24501 | 10461 | 14040 |
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 | 442795 | 372575 | -181743 | -161968 | -506404 | -66043 |
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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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