Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590503.6318 | 515619.6054 | 74884.0264 | 763948.7965 | 529372.9255 | 234575.871 |
Total P&L (%) | 590.5036 | 515.6196 | 74.884 | 763.9488 | 529.3729 | 234.5759 |
Avg Daily Profit (%) | 0.3178 | 0.2775 | 0.0403 | 0.1161 | 0.0991 | 0.065 |
Buy And Hold Return (%) | 64.6696 | 64.6696 | 64.6696 | 64.6696 | 64.6696 | 64.6696 |
Max Trade Drawdown | -104305 | -86095 | -99415 | -1853493 | -1370110 | -1025788 |
Profit Factor | 1.5134 | 1.9084 | 1.1285 | 1.0568 | 1.0807 | 1.0341 |
Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
Winning Trades | 215 | 104 | 111 | 215 | 104 | 111 |
Losing Trades | 264 | 136 | 128 | 264 | 136 | 128 |
Profitability (%) | 44.8852 | 43.3333 | 46.4435 | 44.8852 | 43.3333 | 46.4435 |
Ratio Avg Win / Avg Loss | 1.8583 | 2.4957 | 1.3014 | 1.2977 | 1.4132 | 1.1925 |
Largest Winning Trade | 274641 | 274641 | 42710 | 815011 | 815011 | 621700 |
Largest Losing Trade | -23120 | -16977 | -23120 | -537453 | -318194 | -537453 |
Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Winners | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 21686 | 9820 | 11866 | 21686 | 9820 | 11866 |
Profit Streak | 0 | 0 | 2.9221 | 0 | 0 | 2.9221 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434088 | 375542 | -336766 | -195060 | -194006 | -293604 |
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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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