Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991535.8276 | 1076746.1177 | -85210.2901 | 24998.7383 | 600574.1676 | -575575.4293 |
Total P&L (%) | 991.5358 | 1076.7461 | -85.2103 | 24.9987 | 600.5742 | -575.5754 |
Avg Daily Profit (%) | 0.5471 | 0.5941 | -0.047 | 0.0123 | 0.1075 | 0 |
Buy And Hold Return (%) | 467.3469 | 467.3469 | 467.3469 | 467.3469 | 467.3469 | 467.3469 |
Max Trade Drawdown | -168836 | -102766 | -123797 | -598369 | -348892 | -594273 |
Profit Factor | 1.8928 | 2.8291 | 0.8367 | 1.0085 | 1.4001 | 0.6008 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Losing Trades | 220 | 103 | 117 | 220 | 103 | 117 |
Profitability (%) | 42.2572 | 45.7895 | 38.7435 | 42.2572 | 45.7895 | 38.7435 |
Ratio Avg Win / Avg Loss | 2.5865 | 3.3494 | 1.3229 | 1.3781 | 1.6576 | 0.9499 |
Largest Winning Trade | 641270 | 641270 | 65852 | 440486 | 440486 | 100659 |
Largest Losing Trade | -59759 | -59759 | -39897 | -272281 | -272281 | -157156 |
Avg Bars in Trades | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Winners | 79 | 86 | 70 | 79 | 86 | 70 |
Avg Bars in Losers | 39 | 51 | 28 | 39 | 51 | 28 |
Bars Traded | 21479 | 12854 | 8625 | 21479 | 12854 | 8625 |
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 | 270008 | 386846 | -583044 | -554370 | -125579 | -584711 |
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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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