Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239177.9006 | 1197597.8483 | 41580.0522 | 1290454.759 | 1633571.9236 | -343117.1646 |
Total P&L (%) | 1239.1779 | 1197.5978 | 41.5801 | 1290.4548 | 1633.5719 | -343.1172 |
Avg Daily Profit (%) | 0.6638 | 0.6416 | 0.0223 | 0.1411 | 0.1529 | 0 |
Buy And Hold Return (%) | 454.8968 | 454.8968 | 454.8968 | 454.8968 | 454.8968 | 454.8968 |
Max Trade Drawdown | -108984 | -119550 | -141503 | -2511765 | -2363596 | -1676244 |
Profit Factor | 1.8468 | 2.6546 | 1.0562 | 1.056 | 1.1464 | 0.9711 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 243 | 114 | 129 | 243 | 114 | 129 |
Losing Trades | 294 | 155 | 139 | 294 | 155 | 139 |
Profitability (%) | 45.2514 | 42.3792 | 48.1343 | 45.2514 | 42.3792 | 48.1343 |
Ratio Avg Win / Avg Loss | 2.2344 | 3.6093 | 1.1381 | 1.2776 | 1.5586 | 1.0464 |
Largest Winning Trade | 528730 | 528730 | 50170 | 2371288 | 2371288 | 867419 |
Largest Losing Trade | -29080 | -25603 | -29080 | -723323 | -451361 | -723323 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 59 | 44 | 72 | 59 | 44 | 72 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 22221 | 9265 | 12956 | 22221 | 9265 | 12956 |
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 | 471948 | 407725 | -487449 | -165475 | -55483 | -578990 |
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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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