Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997023.8514 | 962901.5356 | 34122.3158 | 680314.0633 | 2101148.2572 | -1420834.1939 |
Total P&L (%) | 997.0239 | 962.9015 | 34.1223 | 680.3141 | 2101.1483 | -1420.8342 |
Avg Daily Profit (%) | 0.4786 | 0.4622 | 0.0164 | 0.0987 | 0.1485 | 0 |
Buy And Hold Return (%) | 35.8936 | 35.8936 | 35.8936 | 35.8936 | 35.8936 | 35.8936 |
Max Trade Drawdown | -191486 | -138141 | -177472 | -5804635 | -4098025 | -3280456 |
Profit Factor | 1.5375 | 2.0187 | 1.0375 | 1.0211 | 1.1214 | 0.9047 |
Total Trades | 652 | 326 | 326 | 652 | 326 | 326 |
Winning Trades | 294 | 145 | 149 | 294 | 145 | 149 |
Losing Trades | 358 | 181 | 177 | 358 | 181 | 177 |
Profitability (%) | 45.092 | 44.4785 | 45.7055 | 45.092 | 44.4785 | 45.7055 |
Ratio Avg Win / Avg Loss | 1.8722 | 2.5199 | 1.2325 | 1.2434 | 1.3998 | 1.0747 |
Largest Winning Trade | 495028 | 495028 | 81009 | 4392869 | 4392869 | 907693 |
Largest Losing Trade | -32056 | -32056 | -24795 | -634439 | -587177 | -634439 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 24703 | 10879 | 13823 | 24703 | 10879 | 13823 |
Profit Streak | 0 | 0 | 7.1463 | 0 | 0 | 7.1463 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524253 | 472207 | -515849 | -256643 | -82405 | -578949 |
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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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