Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582733.1286 | 552518.9389 | 30214.1896 | 218524.9041 | 509220.9486 | -290696.0445 |
Total P&L (%) | 582.7331 | 552.5189 | 30.2142 | 218.5249 | 509.2209 | -290.696 |
Avg Daily Profit (%) | 0.2797 | 0.2652 | 0.0145 | 0.0556 | 0.0868 | 0 |
Buy And Hold Return (%) | 58.2849 | 58.2849 | 58.2849 | 58.2849 | 58.2849 | 58.2849 |
Max Trade Drawdown | -139946 | -103444 | -141045 | -898971 | -750776 | -824553 |
Profit Factor | 1.3742 | 1.7134 | 1.0386 | 1.0276 | 1.1297 | 0.9271 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 147 | 67 | 80 | 147 | 67 | 80 |
Losing Trades | 249 | 131 | 118 | 249 | 131 | 118 |
Profitability (%) | 37.1212 | 33.8384 | 40.404 | 37.1212 | 33.8384 | 40.404 |
Ratio Avg Win / Avg Loss | 2.3278 | 3.35 | 1.5319 | 1.7407 | 2.2088 | 1.3674 |
Largest Winning Trade | 266982 | 266982 | 43362 | 513260 | 513260 | 208665 |
Largest Losing Trade | -25174 | -23363 | -25174 | -137101 | -125135 | -137101 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 96 | 107 | 88 | 96 | 107 | 88 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 24755 | 12745 | 12010 | 24755 | 12745 | 12010 |
Profit Streak | 18.1819 | 18.1819 | 21.5986 | 18.1819 | 18.1819 | 21.5986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305835 | 237672 | -518897 | -311989 | -158697 | -581811 |
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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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