Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705823.5181 | 656150.6554 | 49672.8627 | 336750.2723 | 402332.0933 | -65581.821 |
Total P&L (%) | 705.8235 | 656.1507 | 49.6729 | 336.7503 | 402.3321 | -65.5818 |
Avg Daily Profit (%) | 0.3388 | 0.315 | 0.0238 | 0.0708 | 0.0775 | -0.0512 |
Buy And Hold Return (%) | 76.7241 | 76.7241 | 76.7241 | 76.7241 | 76.7241 | 76.7241 |
Max Trade Drawdown | -139134 | -109184 | -123130 | -2584296 | -2565643 | -910028 |
Profit Factor | 1.5252 | 1.9252 | 1.0783 | 1.0226 | 1.0505 | 0.9905 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 215 | 102 | 113 | 215 | 102 | 113 |
Losing Trades | 273 | 142 | 131 | 273 | 142 | 131 |
Profitability (%) | 44.0574 | 41.8033 | 46.3115 | 44.0574 | 41.8033 | 46.3115 |
Ratio Avg Win / Avg Loss | 1.9366 | 2.6802 | 1.25 | 1.2985 | 1.4624 | 1.1483 |
Largest Winning Trade | 386752 | 386752 | 46124 | 1909515 | 1909515 | 942848 |
Largest Losing Trade | -25075 | -19137 | -25075 | -608660 | -376641 | -608660 |
Avg Bars in Trades | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Winners | 70 | 67 | 74 | 70 | 67 | 74 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 24500 | 11723 | 12777 | 24500 | 11723 | 12777 |
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 | 433234 | 367550 | -461957 | -295676 | -258093 | -579824 |
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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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