Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2665209.372 | 2717105.1537 | -51895.7817 | 107317.6068 | 524637.9118 | -417320.305 |
Total P&L (%) | 2665.2094 | 2717.1052 | -51.8958 | 107.3176 | 524.6379 | -417.3203 |
Avg Daily Profit (%) | 1.2793 | 1.3042 | -0.0249 | 0.035 | 0.088 | 0 |
Buy And Hold Return (%) | 324.772 | 324.772 | 324.772 | 324.772 | 324.772 | 324.772 |
Max Trade Drawdown | -144646 | -94585 | -198328 | -882190 | -511377 | -520573 |
Profit Factor | 3.1727 | 5.7631 | 0.9209 | 1.0345 | 1.3503 | 0.7414 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Profitability (%) | 35.7995 | 35.4067 | 36.1905 | 35.7995 | 35.4067 | 36.1905 |
Ratio Avg Win / Avg Loss | 5.6898 | 10.5138 | 1.6237 | 1.8552 | 2.4635 | 1.3072 |
Largest Winning Trade | 2684066 | 2684066 | 52395 | 950286 | 950286 | 99649 |
Largest Losing Trade | -39364 | -39364 | -33611 | -278021 | -278021 | -137021 |
Avg Bars in Trades | 58 | 59 | 56 | 58 | 59 | 56 |
Avg Bars in Winners | 107 | 110 | 105 | 107 | 110 | 105 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 24494 | 12536 | 11958 | 24494 | 12536 | 11958 |
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 | 587269 | 605575 | -582826 | -496722 | -88176 | -583937 |
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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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