Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673906.4552 | 677191.3897 | -3284.9344 | 251238.2044 | 542255.1319 | -291016.9275 |
Total P&L (%) | 673.9065 | 677.1914 | -3.2849 | 251.2382 | 542.2551 | -291.0169 |
Avg Daily Profit (%) | 0.3235 | 0.3251 | -0.0016 | 0.0603 | 0.0893 | 0 |
Buy And Hold Return (%) | 222.808 | 222.808 | 222.808 | 222.808 | 222.808 | 222.808 |
Max Trade Drawdown | -155683 | -114995 | -100609 | -1792005 | -1453218 | -679216 |
Profit Factor | 1.3628 | 1.6288 | 0.9958 | 1.0156 | 1.0567 | 0.9555 |
Total Trades | 823 | 411 | 412 | 823 | 411 | 412 |
Winning Trades | 362 | 168 | 194 | 362 | 168 | 194 |
Losing Trades | 461 | 243 | 218 | 461 | 243 | 218 |
Profitability (%) | 43.9854 | 40.8759 | 47.0874 | 43.9854 | 40.8759 | 47.0874 |
Ratio Avg Win / Avg Loss | 1.7355 | 2.356 | 1.119 | 1.2933 | 1.5284 | 1.0737 |
Largest Winning Trade | 337551 | 337551 | 44834 | 1314151 | 1314151 | 288714 |
Largest Losing Trade | -23089 | -21901 | -23089 | -339329 | -289368 | -339329 |
Avg Bars in Trades | 30 | 41 | 18 | 30 | 41 | 18 |
Avg Bars in Winners | 40 | 60 | 23 | 40 | 60 | 23 |
Avg Bars in Losers | 21 | 29 | 13 | 21 | 29 | 13 |
Bars Traded | 24710 | 17215 | 7495 | 24710 | 17215 | 7495 |
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 | 343513 | 257718 | -578368 | -439876 | -236358 | -578368 |
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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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