Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648211.6059 | 546031.4129 | 102180.193 | 882076.4745 | -235911.0957 | 1117987.5702 |
Total P&L (%) | 648.2116 | 546.0314 | 102.1802 | 882.0765 | -235.9111 | 1117.9876 |
Avg Daily Profit (%) | 0.3111 | 0.2621 | 0.049 | 0.1097 | 0 | 0.1201 |
Buy And Hold Return (%) | 77.3266 | 77.3266 | 77.3266 | 77.3266 | 77.3266 | 77.3266 |
Max Trade Drawdown | -231989 | -165143 | -115617 | -4079424 | -2933158 | -2207414 |
Profit Factor | 1.3114 | 1.5104 | 1.101 | 1.0418 | 0.979 | 1.1133 |
Total Trades | 1288 | 644 | 644 | 1288 | 644 | 644 |
Winning Trades | 600 | 305 | 295 | 600 | 305 | 295 |
Losing Trades | 688 | 339 | 349 | 688 | 339 | 349 |
Profitability (%) | 46.5839 | 47.3602 | 45.8075 | 46.5839 | 47.3602 | 45.8075 |
Ratio Avg Win / Avg Loss | 1.5037 | 1.6788 | 1.3025 | 1.1945 | 1.0882 | 1.3171 |
Largest Winning Trade | 197349 | 197349 | 34426 | 1624977 | 1624977 | 914033 |
Largest Losing Trade | -37706 | -37706 | -36378 | -962198 | -702770 | -962198 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 24748 | 12483 | 12265 | 24748 | 12483 | 12265 |
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 | 565358 | 471935 | -301210 | -215247 | -577051 | -126772 |
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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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