Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403068.8241 | 335309.0339 | 67759.7902 | 491693.5198 | 253528.7882 | 238164.7315 |
Total P&L (%) | 403.0688 | 335.309 | 67.7598 | 491.6935 | 253.5288 | 238.1647 |
Avg Daily Profit (%) | 0.3869 | 0.3219 | 0.065 | 0.1708 | 0.1213 | 0.117 |
Buy And Hold Return (%) | 20.4467 | 20.4467 | 20.4467 | 20.4467 | 20.4467 | 20.4467 |
Max Trade Drawdown | -183980 | -99743 | -108820 | -500687 | -405212 | -159813 |
Profit Factor | 1.2142 | 1.3535 | 1.0726 | 1.1204 | 1.1168 | 1.1245 |
Total Trades | 862 | 431 | 431 | 862 | 431 | 431 |
Winning Trades | 426 | 210 | 216 | 426 | 210 | 216 |
Losing Trades | 436 | 221 | 215 | 436 | 221 | 215 |
Profitability (%) | 49.42 | 48.7239 | 50.116 | 49.42 | 48.7239 | 50.116 |
Ratio Avg Win / Avg Loss | 1.2427 | 1.4244 | 1.0676 | 1.1467 | 1.1753 | 1.1193 |
Largest Winning Trade | 132805 | 132805 | 27170 | 148691 | 148691 | 75848 |
Largest Losing Trade | -17837 | -17837 | -16408 | -114255 | -106831 | -114255 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 24875 | 12445 | 12430 | 24875 | 12445 | 12430 |
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 | 494974 | 379888 | -247594 | -75753 | -121668 | -118354 |
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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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