Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789474.1942 | 1782580.1759 | 6894.0183 | 49267.4133 | 490153.1936 | -440885.7803 |
Total P&L (%) | 1789.4742 | 1782.5802 | 6.894 | 49.2674 | 490.1532 | -440.8858 |
Avg Daily Profit (%) | 0.9646 | 0.9609 | 0.0037 | 0.0216 | 0.0957 | 0 |
Buy And Hold Return (%) | 26.878 | 26.878 | 26.878 | 26.878 | 26.878 | 26.878 |
Max Trade Drawdown | -225101 | -210591 | -74781 | -2815591 | -2481997 | -641030 |
Profit Factor | 2.2784 | 3.2737 | 1.0112 | 1.0053 | 1.0919 | 0.8908 |
Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
Winning Trades | 274 | 116 | 158 | 274 | 116 | 158 |
Losing Trades | 456 | 249 | 207 | 456 | 249 | 207 |
Profitability (%) | 37.5342 | 31.7808 | 43.2877 | 37.5342 | 31.7808 | 43.2877 |
Ratio Avg Win / Avg Loss | 3.7918 | 7.0272 | 1.3248 | 1.673 | 2.3438 | 1.167 |
Largest Winning Trade | 1762445 | 1762445 | 25754 | 1556232 | 1556232 | 320099 |
Largest Losing Trade | -22230 | -21338 | -22230 | -444928 | -444928 | -412835 |
Avg Bars in Trades | 30 | 41 | 18 | 30 | 41 | 18 |
Avg Bars in Winners | 51 | 89 | 23 | 51 | 89 | 23 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 21930 | 15323 | 6607 | 21930 | 15323 | 6607 |
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 | 598025 | 497928 | -562820 | -386682 | -189217 | -580091 |
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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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