Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786694.4707 | 939815.1885 | -153120.7178 | -69878.2888 | 387720.195 | -457598.4837 |
Total P&L (%) | 786.6945 | 939.8152 | -153.1207 | -69.8783 | 387.7202 | -457.5985 |
Avg Daily Profit (%) | 0.3776 | 0.4511 | -0.0735 | -0.0576 | 0.0761 | 0 |
Buy And Hold Return (%) | 409.0021 | 409.0021 | 409.0021 | 409.0021 | 409.0021 | 409.0021 |
Max Trade Drawdown | -250532 | -157939 | -267666 | -1006810 | -673022 | -610210 |
Profit Factor | 1.2516 | 1.6026 | 0.9023 | 0.9878 | 1.135 | 0.8388 |
Total Trades | 2116 | 1058 | 1058 | 2116 | 1058 | 1058 |
Winning Trades | 920 | 457 | 463 | 920 | 457 | 463 |
Losing Trades | 1196 | 601 | 595 | 1196 | 601 | 595 |
Profitability (%) | 43.4783 | 43.1947 | 43.7618 | 43.4783 | 43.1947 | 43.7618 |
Ratio Avg Win / Avg Loss | 1.6271 | 2.1076 | 1.1596 | 1.2841 | 1.4926 | 1.0779 |
Largest Winning Trade | 869707 | 869707 | 45713 | 904079 | 904079 | 131850 |
Largest Losing Trade | -21280 | -19527 | -21280 | -141001 | -132136 | -141001 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 24767 | 12814 | 11953 | 24767 | 12814 | 11953 |
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 | 285707 | 403300 | -576001 | -574230 | -326291 | -576001 |
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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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