Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556319.9988 | 550823.6144 | 5496.3844 | 402166.3809 | 628206.1934 | -226039.8125 |
Total P&L (%) | 556.32 | 550.8236 | 5.4964 | 402.1664 | 628.2062 | -226.0398 |
Avg Daily Profit (%) | 0.267 | 0.2644 | 0.0026 | 0.0775 | 0.0953 | 0 |
Buy And Hold Return (%) | 66.9776 | 66.9776 | 66.9776 | 66.9776 | 66.9776 | 66.9776 |
Max Trade Drawdown | -191231 | -86609 | -375625 | -510097 | -366973 | -616695 |
Profit Factor | 1.3116 | 1.7384 | 1.0053 | 1.1003 | 1.358 | 0.8997 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 223 | 124 | 99 | 223 | 124 | 99 |
Losing Trades | 215 | 95 | 120 | 215 | 95 | 120 |
Profitability (%) | 50.9132 | 56.621 | 45.2055 | 50.9132 | 56.621 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.2646 | 1.3319 | 1.2185 | 1.0608 | 1.0404 | 1.0906 |
Largest Winning Trade | 80458 | 42108 | 80458 | 202567 | 202567 | 199173 |
Largest Losing Trade | -53835 | -39919 | -53835 | -251010 | -141268 | -251010 |
Avg Bars in Trades | 56 | 37 | 75 | 56 | 37 | 75 |
Avg Bars in Winners | 69 | 31 | 117 | 69 | 31 | 117 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 24707 | 8198 | 16509 | 24707 | 8198 | 16509 |
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 | 402235 | 439972 | -571049 | -197930 | -63375 | -580385 |
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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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