Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737115.6006 | 645646.079 | 91469.5216 | 1772633.0846 | 673362.449 | 1099270.6356 |
Total P&L (%) | 737.1156 | 645.6461 | 91.4695 | 1772.6331 | 673.3624 | 1099.2706 |
Avg Daily Profit (%) | 0.354 | 0.31 | 0.0439 | 0.1408 | 0.0983 | 0.1194 |
Buy And Hold Return (%) | 119.9203 | 119.9203 | 119.9203 | 119.9203 | 119.9203 | 119.9203 |
Max Trade Drawdown | -99971 | -83551 | -161347 | -3592728 | -3004697 | -1610846 |
Profit Factor | 1.4143 | 1.7489 | 1.0998 | 1.0683 | 1.0531 | 1.0827 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 225 | 115 | 110 | 225 | 115 | 110 |
Losing Trades | 397 | 196 | 201 | 397 | 196 | 201 |
Profitability (%) | 36.1736 | 36.9775 | 35.3698 | 36.1736 | 36.9775 | 35.3698 |
Ratio Avg Win / Avg Loss | 2.4955 | 2.9807 | 2.0096 | 1.8849 | 1.7949 | 1.9784 |
Largest Winning Trade | 318613 | 318613 | 34214 | 1021908 | 1021908 | 942121 |
Largest Losing Trade | -17195 | -15534 | -17195 | -455616 | -391261 | -455616 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 24851 | 12801 | 12050 | 24851 | 12801 | 12050 |
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 | 307841 | 260026 | -414310 | -151109 | -227232 | -166302 |
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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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