Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946406.4387 | 931127.8929 | 15278.5458 | 334911.8084 | 633898.5492 | -298986.7408 |
Total P&L (%) | 946.4064 | 931.1279 | 15.2785 | 334.9118 | 633.8985 | -298.9867 |
Avg Daily Profit (%) | 0.4545 | 0.4471 | 0.0073 | 0.0706 | 0.0958 | 0 |
Buy And Hold Return (%) | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 |
Max Trade Drawdown | -231172 | -128981 | -224183 | -2443187 | -2053309 | -1112310 |
Profit Factor | 1.4587 | 1.8994 | 1.0149 | 1.0212 | 1.0745 | 0.959 |
Total Trades | 734 | 367 | 367 | 734 | 367 | 367 |
Winning Trades | 342 | 172 | 170 | 342 | 172 | 170 |
Losing Trades | 392 | 195 | 197 | 392 | 195 | 197 |
Profitability (%) | 46.594 | 46.8665 | 46.3215 | 46.594 | 46.8665 | 46.3215 |
Ratio Avg Win / Avg Loss | 1.6719 | 2.1534 | 1.176 | 1.1705 | 1.2182 | 1.1113 |
Largest Winning Trade | 495028 | 495028 | 62343 | 1533733 | 1533733 | 599726 |
Largest Losing Trade | -32949 | -31675 | -32949 | -317772 | -317772 | -249127 |
Avg Bars in Trades | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Winners | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 24747 | 11143 | 13604 | 24747 | 11143 | 13604 |
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 | 535920 | 500420 | -553050 | -295673 | -203117 | -579178 |
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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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