Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603986.6257 | 1590476.6074 | 13510.0183 | 721570.0912 | -871266.7689 | 1592836.86 |
Total P&L (%) | 1603.9866 | 1590.4766 | 13.51 | 721.5701 | -871.2668 | 1592.8369 |
Avg Daily Profit (%) | 0.7699 | 0.7635 | 0.0065 | 0.1011 | 0 | 0.1359 |
Buy And Hold Return (%) | 742.7444 | 742.7444 | 742.7444 | 742.7444 | 742.7444 | 742.7444 |
Max Trade Drawdown | -126682 | -102574 | -86034 | -5334991 | -4323106 | -2307078 |
Profit Factor | 2.2444 | 3.2122 | 1.0237 | 1.0265 | 0.9469 | 1.1471 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 228 | 118 | 110 | 228 | 118 | 110 |
Profitability (%) | 43.9803 | 41.8719 | 46.0784 | 43.9803 | 41.8719 | 46.0784 |
Ratio Avg Win / Avg Loss | 2.8588 | 4.4593 | 1.1979 | 1.3075 | 1.3145 | 1.3423 |
Largest Winning Trade | 1250657 | 1250657 | 39299 | 2171264 | 2171264 | 862718 |
Largest Losing Trade | -46178 | -35680 | -46178 | -1464218 | -1464218 | -535579 |
Avg Bars in Trades | 60 | 92 | 28 | 60 | 92 | 28 |
Avg Bars in Winners | 78 | 134 | 28 | 78 | 134 | 28 |
Avg Bars in Losers | 46 | 62 | 28 | 46 | 62 | 28 |
Bars Traded | 24576 | 18790 | 5786 | 24576 | 18790 | 5786 |
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 | 401115 | 374146 | -545129 | -414901 | -581765 | -76623 |
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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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