Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857990.4532 | 827629.4948 | 30360.9584 | 349153.9606 | 526765.6997 | -177611.7391 |
Total P&L (%) | 857.9905 | 827.6295 | 30.361 | 349.154 | 526.7657 | -177.6117 |
Avg Daily Profit (%) | 0.4118 | 0.3973 | 0.0146 | 0.0721 | 0.0881 | 0 |
Buy And Hold Return (%) | 85.1351 | 85.1351 | 85.1351 | 85.1351 | 85.1351 | 85.1351 |
Max Trade Drawdown | -168379 | -112553 | -235391 | -2267198 | -1736151 | -977632 |
Profit Factor | 1.4905 | 2.0045 | 1.0328 | 1.0289 | 1.0838 | 0.9693 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 150 | 65 | 85 | 150 | 65 | 85 |
Losing Trades | 248 | 134 | 114 | 248 | 134 | 114 |
Profitability (%) | 37.6884 | 32.6633 | 42.7136 | 37.6884 | 32.6633 | 42.7136 |
Ratio Avg Win / Avg Loss | 2.4642 | 4.1323 | 1.3852 | 1.7011 | 2.2343 | 1.3001 |
Largest Winning Trade | 520954 | 520954 | 52222 | 884511 | 884511 | 415621 |
Largest Losing Trade | -35086 | -21405 | -35086 | -402124 | -402124 | -260820 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 101 | 108 | 96 | 101 | 108 | 96 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 24831 | 12165 | 12666 | 24831 | 12165 | 12666 |
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 | 341992 | 261966 | -525940 | -289091 | -208925 | -581458 |
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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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