Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813954.0667 | 748380.3883 | 65573.6784 | 2783860.2404 | 4135758.7766 | -1351898.5361 |
Total P&L (%) | 813.9541 | 748.3804 | 65.5737 | 2783.8602 | 4135.7588 | -1351.8985 |
Avg Daily Profit (%) | 0.3257 | 0.2994 | 0.0262 | 0.1346 | 0.15 | 0 |
Buy And Hold Return (%) | 887.5805 | 887.5805 | 887.5805 | 887.5805 | 887.5805 | 887.5805 |
Max Trade Drawdown | -79088 | -39705 | -120311 | -2202800 | -1450752 | -2154501 |
Profit Factor | 1.847 | 2.7205 | 1.1247 | 1.1937 | 1.5925 | 0.8172 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 189 | 92 | 97 | 189 | 92 | 97 |
Losing Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Profitability (%) | 50 | 48.6772 | 51.3228 | 50 | 48.6772 | 51.3228 |
Ratio Avg Win / Avg Loss | 1.847 | 2.8684 | 1.0667 | 1.1937 | 1.6791 | 0.775 |
Largest Winning Trade | 368596 | 368596 | 45038 | 3135989 | 3135989 | 834887 |
Largest Losing Trade | -60338 | -19947 | -60338 | -915810 | -822991 | -915810 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 14732 | 6959 | 7773 | 14732 | 6959 | 7773 |
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 | -151184 | -151779 | -406404 | -21428 | 319463 | -580172 |
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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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