Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985349.517 | 1080709.82 | -95360.303 | -3682.9657 | 1264591.4857 | -1268274.4514 |
Total P&L (%) | 985.3495 | 1080.7098 | -95.3603 | -3.683 | 1264.5915 | -1268.2745 |
Avg Daily Profit (%) | 0.4731 | 0.5188 | -0.0458 | -0.0018 | 0.1255 | 0 |
Buy And Hold Return (%) | 448.9273 | 448.9273 | 448.9273 | 448.9273 | 448.9273 | 448.9273 |
Max Trade Drawdown | -184223 | -109926 | -168359 | -2665800 | -1536432 | -1351376 |
Profit Factor | 1.5158 | 2.0929 | 0.8965 | 0.9996 | 1.2778 | 0.6728 |
Total Trades | 764 | 382 | 382 | 764 | 382 | 382 |
Winning Trades | 346 | 179 | 167 | 346 | 179 | 167 |
Losing Trades | 418 | 203 | 215 | 418 | 203 | 215 |
Profitability (%) | 45.288 | 46.8586 | 43.7173 | 45.288 | 46.8586 | 43.7173 |
Ratio Avg Win / Avg Loss | 1.8313 | 2.3735 | 1.1542 | 1.2076 | 1.4492 | 0.8662 |
Largest Winning Trade | 956501 | 956501 | 43851 | 2500677 | 2500677 | 198084 |
Largest Losing Trade | -38826 | -25433 | -38826 | -556950 | -489266 | -556950 |
Avg Bars in Trades | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Winners | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 24709 | 11456 | 13254 | 24709 | 11456 | 13254 |
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 | 340351 | 398394 | -580113 | -576953 | -27818 | -581779 |
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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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