Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726174.9942 | 669324.9995 | 56849.9947 | 602408.4717 | 657136.0442 | -54727.5725 |
Total P&L (%) | 726.175 | 669.325 | 56.85 | 602.4085 | 657.136 | -54.7276 |
Avg Daily Profit (%) | 0.2905 | 0.2677 | 0.0227 | 0.078 | 0.081 | -0.0317 |
Buy And Hold Return (%) | 136.1654 | 136.1654 | 136.1654 | 136.1654 | 136.1654 | 136.1654 |
Max Trade Drawdown | -163731 | -142955 | -86204 | -767531 | -643813 | -499721 |
Profit Factor | 1.5499 | 1.9787 | 1.0893 | 1.1489 | 1.3111 | 0.9717 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 216 | 91 | 125 | 216 | 91 | 125 |
Losing Trades | 230 | 132 | 98 | 230 | 132 | 98 |
Profitability (%) | 48.4305 | 40.8072 | 56.0538 | 48.4305 | 40.8072 | 56.0538 |
Ratio Avg Win / Avg Loss | 1.6504 | 2.8702 | 0.854 | 1.2234 | 1.9018 | 0.7618 |
Largest Winning Trade | 442179 | 442179 | 24145 | 326846 | 326846 | 93245 |
Largest Losing Trade | -49601 | -24934 | -49601 | -209809 | -209809 | -135777 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 44 | 38 | 47 | 44 | 38 | 47 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 14896 | 6233 | 8663 | 14896 | 6233 | 8663 |
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 | 437138 | 298139 | -450821 | -145223 | -87290 | -579381 |
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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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