Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406174.377 | 349748.6125 | 56425.7645 | 1254065.71 | 1576666.301 | -322600.591 |
Total P&L (%) | 406.1744 | 349.7486 | 56.4258 | 1254.0657 | 1576.6663 | -322.6006 |
Avg Daily Profit (%) | 0.3899 | 0.3358 | 0.0542 | 0.2505 | 0.271 | 0 |
Buy And Hold Return (%) | 355.4564 | 355.4564 | 355.4564 | 355.4564 | 355.4564 | 355.4564 |
Max Trade Drawdown | -72428 | -45638 | -59088 | -1438867 | -932875 | -922507 |
Profit Factor | 1.4532 | 1.8323 | 1.1185 | 1.1573 | 1.4244 | 0.9242 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 250 | 118 | 132 | 250 | 118 | 132 |
Losing Trades | 184 | 99 | 85 | 184 | 99 | 85 |
Profitability (%) | 57.6037 | 54.3779 | 60.8295 | 57.6037 | 54.3779 | 60.8295 |
Ratio Avg Win / Avg Loss | 1.0696 | 1.5373 | 0.7203 | 0.8518 | 1.195 | 0.5951 |
Largest Winning Trade | 62560 | 62560 | 23136 | 805804 | 805804 | 276116 |
Largest Losing Trade | -27908 | -19909 | -27908 | -511273 | -302577 | -511273 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 56 | 46 | 66 | 56 | 46 | 66 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 24538 | 10673 | 13865 | 24538 | 10673 | 13865 |
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 | -107868 | -152371 | -376164 | -40071 | 316856 | -578793 |
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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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