Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699659.0192 | 667388.7441 | 32270.2751 | 108232.4317 | -137991.2703 | 246223.702 |
Total P&L (%) | 699.659 | 667.3887 | 32.2703 | 108.2324 | -137.9913 | 246.2237 |
Avg Daily Profit (%) | 0.3604 | 0.3438 | 0.0166 | 0.0378 | 0 | 0.064 |
Buy And Hold Return (%) | 13.3368 | 13.3368 | 13.3368 | 13.3368 | 13.3368 | 13.3368 |
Max Trade Drawdown | -139885 | -107601 | -127229 | -382081 | -447516 | -160310 |
Profit Factor | 1.5362 | 1.9419 | 1.0541 | 1.0326 | 0.9271 | 1.1721 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 244 | 116 | 128 | 244 | 116 | 128 |
Losing Trades | 323 | 168 | 155 | 323 | 168 | 155 |
Profitability (%) | 43.0335 | 40.8451 | 45.2297 | 43.0335 | 40.8451 | 45.2297 |
Ratio Avg Win / Avg Loss | 2.0336 | 2.8123 | 1.2765 | 1.3669 | 1.3427 | 1.4194 |
Largest Winning Trade | 548393 | 548393 | 43738 | 234123 | 234123 | 148006 |
Largest Losing Trade | -36027 | -35080 | -36027 | -99329 | -88648 | -99329 |
Avg Bars in Trades | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Winners | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 22754 | 10337 | 12417 | 22754 | 10337 | 12417 |
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 | 442830 | 371684 | -336650 | -326857 | -581741 | -139582 |
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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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