Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637481.4117 | 578733.2067 | 58748.205 | 693181.3382 | 1089224.2939 | -396042.9557 |
Total P&L (%) | 637.4814 | 578.7332 | 58.7482 | 693.1813 | 1089.2243 | -396.043 |
Avg Daily Profit (%) | 0.2822 | 0.2562 | 0.026 | 0.0917 | 0.1096 | 0 |
Buy And Hold Return (%) | 58.5221 | 58.5221 | 58.5221 | 58.5221 | 58.5221 | 58.5221 |
Max Trade Drawdown | -133519 | -118230 | -185349 | -2511403 | -2080910 | -1865090 |
Profit Factor | 1.3103 | 1.6337 | 1.0515 | 1.0395 | 1.1365 | 0.9586 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 220 | 107 | 113 | 220 | 107 | 113 |
Losing Trades | 326 | 166 | 160 | 326 | 166 | 160 |
Profitability (%) | 40.293 | 39.1941 | 41.3919 | 40.293 | 39.1941 | 41.3919 |
Ratio Avg Win / Avg Loss | 1.9416 | 2.5345 | 1.4888 | 1.5404 | 1.7631 | 1.3573 |
Largest Winning Trade | 128533 | 128533 | 49105 | 558025 | 475215 | 558025 |
Largest Losing Trade | -37048 | -29149 | -37048 | -953756 | -352327 | -953756 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 6749 | 3169 | 3580 | 6749 | 3169 | 3580 |
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 | 336729 | 308121 | -488803 | -246719 | -118538 | -581308 |
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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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