Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199414.0984 | 1144755.1715 | 54658.927 | 1195821.7252 | 655020.8775 | 540800.8477 |
Total P&L (%) | 1199.4141 | 1144.7552 | 54.6589 | 1195.8217 | 655.0209 | 540.8008 |
Avg Daily Profit (%) | 0.5758 | 0.5495 | 0.0262 | 0.1231 | 0.0971 | 0.0892 |
Buy And Hold Return (%) | 420.1762 | 420.1762 | 420.1762 | 420.1762 | 420.1762 | 420.1762 |
Max Trade Drawdown | -114825 | -75513 | -185533 | -2264118 | -2083648 | -1175261 |
Profit Factor | 1.869 | 2.9399 | 1.0692 | 1.0851 | 1.0986 | 1.073 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 235 | 114 | 121 | 235 | 114 | 121 |
Losing Trades | 310 | 158 | 152 | 310 | 158 | 152 |
Profitability (%) | 43.1193 | 41.9118 | 44.3223 | 43.1193 | 41.9118 | 44.3223 |
Ratio Avg Win / Avg Loss | 2.4655 | 4.0746 | 1.3431 | 1.4314 | 1.5226 | 1.3478 |
Largest Winning Trade | 956524 | 956524 | 51319 | 1068825 | 1068825 | 599331 |
Largest Losing Trade | -33187 | -18917 | -33187 | -400569 | -298746 | -400569 |
Avg Bars in Trades | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Winners | 66 | 60 | 72 | 66 | 60 | 72 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 24587 | 10744 | 13843 | 24587 | 10744 | 13843 |
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 | 422226 | 396187 | -469362 | -158340 | -186004 | -291511 |
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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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