Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468553.7485 | 448642.4781 | 19911.2703 | 176302.119 | 349258.4538 | -172956.3349 |
Total P&L (%) | 468.5537 | 448.6425 | 19.9113 | 176.3021 | 349.2585 | -172.9563 |
Avg Daily Profit (%) | 0.2249 | 0.2153 | 0.0096 | 0.0488 | 0.0721 | 0 |
Buy And Hold Return (%) | 72.464 | 72.464 | 72.464 | 72.464 | 72.464 | 72.464 |
Max Trade Drawdown | -127299 | -80733 | -97610 | -1367527 | -761548 | -925453 |
Profit Factor | 1.2801 | 1.5195 | 1.0246 | 1.0152 | 1.0579 | 0.9688 |
Total Trades | 874 | 437 | 437 | 874 | 437 | 437 |
Winning Trades | 430 | 214 | 216 | 430 | 214 | 216 |
Losing Trades | 444 | 223 | 221 | 444 | 223 | 221 |
Profitability (%) | 49.1991 | 48.9703 | 49.4279 | 49.1991 | 48.9703 | 49.4279 |
Ratio Avg Win / Avg Loss | 1.3218 | 1.5834 | 1.0483 | 1.0483 | 1.1024 | 0.9913 |
Largest Winning Trade | 233052 | 233052 | 37134 | 683949 | 683949 | 206730 |
Largest Losing Trade | -23767 | -19291 | -23767 | -322632 | -177998 | -322632 |
Avg Bars in Trades | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Winners | 35 | 30 | 39 | 35 | 30 | 39 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 24595 | 10805 | 13790 | 24595 | 10805 | 13790 |
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 | 445968 | 408795 | -537798 | -330589 | -253371 | -579272 |
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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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