Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876813.7682 | 863716.225 | 13097.5432 | 101789.1048 | 145419.1554 | -43630.0506 |
Total P&L (%) | 876.8138 | 863.7162 | 13.0975 | 101.7891 | 145.4192 | -43.6301 |
Avg Daily Profit (%) | 0.421 | 0.4147 | 0.0063 | 0.0337 | 0.0431 | -0.0275 |
Buy And Hold Return (%) | 21.0425 | 21.0425 | 21.0425 | 21.0425 | 21.0425 | 21.0425 |
Max Trade Drawdown | -161474 | -143514 | -289990 | -390216 | -315071 | -366740 |
Profit Factor | 1.2745 | 1.5485 | 1.0081 | 1.0215 | 1.0612 | 0.9815 |
Total Trades | 2024 | 1012 | 1012 | 2024 | 1012 | 1012 |
Winning Trades | 598 | 274 | 324 | 598 | 274 | 324 |
Losing Trades | 1425 | 737 | 688 | 1425 | 737 | 688 |
Profitability (%) | 29.5455 | 27.0751 | 32.0158 | 29.5455 | 27.0751 | 32.0158 |
Ratio Avg Win / Avg Loss | 3.0371 | 4.1652 | 2.1406 | 2.4341 | 2.8543 | 2.0842 |
Largest Winning Trade | 578540 | 578540 | 61224 | 362956 | 362956 | 72832 |
Largest Losing Trade | -16340 | -16340 | -12986 | -47478 | -47478 | -34649 |
Avg Bars in Trades | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Winners | 28 | 34 | 22 | 28 | 34 | 22 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 24826 | 13789 | 11037 | 24826 | 13789 | 11037 |
Profit Streak | 0 | 0 | 3.6602 | 0 | 0 | 3.6602 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309656 | -3101 | -562809 | -347488 | -303195 | -580090 |
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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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