Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1788264.7913 | 1854302.2687 | -66037.4774 | 113785.5013 | 699544.0117 | -585758.5104 |
Total P&L (%) | 1788.2648 | 1854.3023 | -66.0375 | 113.7855 | 699.544 | -585.7585 |
Avg Daily Profit (%) | 0.8584 | 0.8901 | -0.0317 | 0.0365 | 0.0998 | 0 |
Buy And Hold Return (%) | 840.3579 | 840.3579 | 840.3579 | 840.3579 | 840.3579 | 840.3579 |
Max Trade Drawdown | -128968 | -119186 | -137651 | -1329615 | -938531 | -692324 |
Profit Factor | 2.0661 | 3.4714 | 0.9288 | 1.0138 | 1.1909 | 0.8722 |
Total Trades | 862 | 431 | 431 | 862 | 431 | 431 |
Winning Trades | 337 | 144 | 193 | 337 | 144 | 193 |
Losing Trades | 525 | 287 | 238 | 525 | 287 | 238 |
Profitability (%) | 39.0951 | 33.4107 | 44.7796 | 39.0951 | 33.4107 | 44.7796 |
Ratio Avg Win / Avg Loss | 3.2187 | 6.9187 | 1.1453 | 1.5794 | 2.3736 | 1.0756 |
Largest Winning Trade | 1382262 | 1382262 | 37908 | 1194033 | 1194033 | 163370 |
Largest Losing Trade | -24867 | -23079 | -24867 | -253341 | -253341 | -189946 |
Avg Bars in Trades | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Winners | 48 | 72 | 30 | 48 | 72 | 30 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 24560 | 14389 | 10171 | 24560 | 14389 | 10171 |
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 | 419323 | 346242 | -579166 | -513651 | -239218 | -579166 |
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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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