Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104236.9599 | 1013482.0415 | 90754.9184 | 3461278.4562 | 3406896.5545 | 54381.9017 |
Total P&L (%) | 1104.237 | 1013.482 | 90.7549 | 3461.2785 | 3406.8966 | 54.3819 |
Avg Daily Profit (%) | 0.6095 | 0.5594 | 0.0501 | 0.1974 | 0.1965 | 0.024 |
Buy And Hold Return (%) | 490.1491 | 490.1491 | 490.1491 | 490.1491 | 490.1491 | 490.1491 |
Max Trade Drawdown | -153335 | -152913 | -41260 | -6539156 | -6460905 | -2121562 |
Profit Factor | 1.8263 | 2.0363 | 1.2533 | 1.1009 | 1.1311 | 1.0065 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 200 | 92 | 108 | 200 | 92 | 108 |
Losing Trades | 259 | 137 | 122 | 259 | 137 | 122 |
Profitability (%) | 43.573 | 40.1747 | 46.9565 | 43.573 | 40.1747 | 46.9565 |
Ratio Avg Win / Avg Loss | 2.3651 | 3.0323 | 1.4157 | 1.4257 | 1.6844 | 1.137 |
Largest Winning Trade | 383829 | 383829 | 23916 | 2089839 | 2089839 | 1084241 |
Largest Losing Trade | -59872 | -59872 | -18953 | -2248177 | -2248177 | -550097 |
Avg Bars in Trades | 23 | 41 | 5 | 23 | 41 | 5 |
Avg Bars in Winners | 27 | 52 | 6 | 27 | 52 | 6 |
Avg Bars in Losers | 20 | 34 | 4 | 20 | 34 | 4 |
Bars Traded | 10828 | 9540 | 1288 | 10828 | 9540 | 1288 |
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 | 359153 | 193099 | -292256 | -101342 | -70407 | -540214 |
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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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