Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550930.9343 | 538375.357 | 12555.5773 | 197185.8473 | 210436.6672 | -13250.8199 |
Total P&L (%) | 550.9309 | 538.3754 | 12.5556 | 197.1858 | 210.4367 | -13.2508 |
Avg Daily Profit (%) | 0.2644 | 0.2584 | 0.006 | 0.0523 | 0.0544 | -0.0068 |
Buy And Hold Return (%) | 99.0138 | 99.0138 | 99.0138 | 99.0138 | 99.0138 | 99.0138 |
Max Trade Drawdown | -155466 | -100620 | -325837 | -567534 | -445433 | -474552 |
Profit Factor | 1.2818 | 1.5967 | 1.0119 | 1.0381 | 1.0798 | 0.9948 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 264 | 135 | 129 | 264 | 135 | 129 |
Profitability (%) | 44.6541 | 43.2773 | 46.0251 | 44.6541 | 43.2773 | 46.0251 |
Ratio Avg Win / Avg Loss | 1.5887 | 2.0928 | 1.1867 | 1.2867 | 1.4153 | 1.1666 |
Largest Winning Trade | 146615 | 146615 | 59189 | 223061 | 223061 | 100427 |
Largest Losing Trade | -32409 | -25315 | -32409 | -139111 | -138239 | -139111 |
Avg Bars in Trades | 52 | 54 | 49 | 52 | 54 | 49 |
Avg Bars in Winners | 68 | 70 | 65 | 68 | 70 | 65 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24810 | 12902 | 11908 | 24810 | 12902 | 11908 |
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 | 328631 | 308848 | -558811 | -308186 | -261014 | -579962 |
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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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