Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506208.9714 | 461417.3915 | 44791.5799 | 560086.9803 | 669465.4823 | -109378.502 |
Total P&L (%) | 506.209 | 461.4174 | 44.7916 | 560.087 | 669.4655 | -109.3785 |
Avg Daily Profit (%) | 0.2744 | 0.2502 | 0.0243 | 0.1024 | 0.1107 | 0 |
Buy And Hold Return (%) | 176.6737 | 176.6737 | 176.6737 | 176.6737 | 176.6737 | 176.6737 |
Max Trade Drawdown | -136136 | -92081 | -140101 | -395157 | -267882 | -408218 |
Profit Factor | 1.2899 | 1.551 | 1.0493 | 1.1081 | 1.2637 | 0.9586 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Losing Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Profitability (%) | 53.2653 | 53.4694 | 53.0612 | 53.2653 | 53.4694 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.1318 | 1.3497 | 0.9282 | 0.9722 | 1.0997 | 0.848 |
Largest Winning Trade | 72907 | 72907 | 36910 | 154052 | 154052 | 104784 |
Largest Losing Trade | -36455 | -36455 | -36093 | -141587 | -85979 | -141587 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3614 | 1815 | 1799 | 3614 | 1815 | 1799 |
Profit Streak | 0 | 13.7198 | 0 | 0 | 13.7198 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314177 | 297527 | -492760 | -158910 | -45298 | -579377 |
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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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