Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933204.3002 | 915399.7401 | 17804.5601 | 192129.9225 | 1102970.2876 | -910840.3651 |
Total P&L (%) | 933.2043 | 915.3997 | 17.8046 | 192.1299 | 1102.9703 | -910.8404 |
Avg Daily Profit (%) | 0.4479 | 0.4394 | 0.0085 | 0.0515 | 0.1195 | 0 |
Buy And Hold Return (%) | 45.0769 | 45.0769 | 45.0769 | 45.0769 | 45.0769 | 45.0769 |
Max Trade Drawdown | -207924 | -151774 | -207816 | -2931906 | -2137558 | -1372179 |
Profit Factor | 1.4533 | 1.8957 | 1.0172 | 1.0113 | 1.1246 | 0.888 |
Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
Winning Trades | 301 | 148 | 153 | 301 | 148 | 153 |
Losing Trades | 355 | 180 | 175 | 355 | 180 | 175 |
Profitability (%) | 45.8841 | 45.122 | 46.6463 | 45.8841 | 45.122 | 46.6463 |
Ratio Avg Win / Avg Loss | 1.714 | 2.3056 | 1.1634 | 1.1927 | 1.3677 | 1.0156 |
Largest Winning Trade | 503373 | 503373 | 58989 | 2010111 | 2010111 | 425682 |
Largest Losing Trade | -32465 | -24265 | -32465 | -467887 | -467887 | -301546 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 24724 | 11934 | 12790 | 24724 | 11934 | 12790 |
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 | 508147 | 466033 | -548968 | -332425 | -117344 | -579255 |
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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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