Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557832.2619 | 542400.5675 | 15431.6944 | 42282.0799 | 1330258.4914 | -1287976.4114 |
Total P&L (%) | 557.8323 | 542.4006 | 15.4317 | 42.2821 | 1330.2585 | -1287.9764 |
Avg Daily Profit (%) | 0.2891 | 0.2811 | 0.008 | 0.0183 | 0.138 | 0 |
Buy And Hold Return (%) | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 |
Max Trade Drawdown | -155075 | -126586 | -127656 | -1789881 | -727197 | -1806437 |
Profit Factor | 1.3569 | 1.7099 | 1.0193 | 1.0055 | 1.3986 | 0.7001 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 241 | 106 | 135 | 241 | 106 | 135 |
Losing Trades | 294 | 162 | 132 | 294 | 162 | 132 |
Profitability (%) | 45.0467 | 39.5522 | 50.5618 | 45.0467 | 39.5522 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.6553 | 2.6132 | 0.9967 | 1.2267 | 2.1374 | 0.6845 |
Largest Winning Trade | 304367 | 304367 | 52442 | 1054570 | 1054570 | 264139 |
Largest Losing Trade | -57269 | -26297 | -57269 | -647383 | -199263 | -647383 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 22856 | 10643 | 12213 | 22856 | 10643 | 12213 |
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 | 403598 | 315158 | -413876 | -384295 | -9862 | -579863 |
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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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