Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619984.7653 | 503762.3623 | 116222.403 | 1464861.4841 | 1949325.1722 | -484463.6881 |
Total P&L (%) | 619.9848 | 503.7624 | 116.2224 | 1464.8615 | 1949.3252 | -484.4637 |
Avg Daily Profit (%) | 0.2977 | 0.2419 | 0.0558 | 0.1322 | 0.1451 | 0 |
Buy And Hold Return (%) | 19.6192 | 19.6192 | 19.6192 | 19.6192 | 19.6192 | 19.6192 |
Max Trade Drawdown | -89482 | -84774 | -127274 | -2939710 | -2508286 | -2221605 |
Profit Factor | 1.4668 | 1.7281 | 1.1826 | 1.0611 | 1.1529 | 0.9568 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Losing Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Profitability (%) | 48.7603 | 49.4505 | 48.0663 | 48.7603 | 49.4505 | 48.0663 |
Ratio Avg Win / Avg Loss | 1.5413 | 1.7665 | 1.2778 | 1.1151 | 1.1785 | 1.0338 |
Largest Winning Trade | 138978 | 138978 | 48380 | 2152472 | 2152472 | 783352 |
Largest Losing Trade | -41050 | -24113 | -41050 | -1251548 | -933713 | -1251548 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 75 | 60 | 91 | 75 | 60 | 91 |
Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
Bars Traded | 24503 | 11012 | 13491 | 24503 | 11012 | 13491 |
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 | 450093 | 426790 | -139109 | -168067 | -51026 | -579470 |
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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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