Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431043.2536 | 420703.7315 | 10339.5221 | 181491.8905 | 534985.6009 | -353493.7105 |
Total P&L (%) | 431.0433 | 420.7037 | 10.3395 | 181.4919 | 534.9856 | -353.4937 |
Avg Daily Profit (%) | 0.207 | 0.202 | 0.005 | 0.0497 | 0.0888 | 0 |
Buy And Hold Return (%) | 75.3121 | 75.3121 | 75.3121 | 75.3121 | 75.3121 | 75.3121 |
Max Trade Drawdown | -181788 | -99664 | -132177 | -3321093 | -2059414 | -2240920 |
Profit Factor | 1.3004 | 1.5619 | 1.0151 | 1.0097 | 1.0551 | 0.9605 |
Total Trades | 700 | 350 | 350 | 700 | 350 | 350 |
Winning Trades | 323 | 157 | 166 | 323 | 157 | 166 |
Losing Trades | 377 | 193 | 184 | 377 | 193 | 184 |
Profitability (%) | 46.1429 | 44.8571 | 47.4286 | 46.1429 | 44.8571 | 47.4286 |
Ratio Avg Win / Avg Loss | 1.5178 | 1.9201 | 1.1251 | 1.1785 | 1.2971 | 1.0646 |
Largest Winning Trade | 181590 | 181590 | 46435 | 2004850 | 2004850 | 435235 |
Largest Losing Trade | -29859 | -16287 | -29859 | -607120 | -483631 | -607120 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 24494 | 10456 | 14038 | 24494 | 10456 | 14038 |
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 | 366619 | 325569 | -555642 | -338349 | -234332 | -578836 |
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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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