Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527150.9431 | 444896.7456 | 82254.1975 | 758558.7766 | 280557.3151 | 478001.4615 |
Total P&L (%) | 527.1509 | 444.8967 | 82.2542 | 758.5588 | 280.5573 | 478.0015 |
Avg Daily Profit (%) | 0.253 | 0.2136 | 0.0395 | 0.1033 | 0.0642 | 0.0842 |
Buy And Hold Return (%) | 71.8192 | 71.8192 | 71.8192 | 71.8192 | 71.8192 | 71.8192 |
Max Trade Drawdown | -138160 | -103335 | -72639 | -2395803 | -1709297 | -1241823 |
Profit Factor | 1.3847 | 1.6483 | 1.1202 | 1.0535 | 1.0393 | 1.0678 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 241 | 111 | 130 | 241 | 111 | 130 |
Losing Trades | 233 | 126 | 107 | 233 | 126 | 107 |
Profitability (%) | 50.8439 | 46.8354 | 54.8523 | 50.8439 | 46.8354 | 54.8523 |
Ratio Avg Win / Avg Loss | 1.3387 | 1.8711 | 0.922 | 1.0185 | 1.1798 | 0.8789 |
Largest Winning Trade | 168982 | 168982 | 29993 | 553561 | 553561 | 508706 |
Largest Losing Trade | -43623 | -23581 | -43623 | -536791 | -359444 | -536791 |
Avg Bars in Trades | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Winners | 59 | 61 | 58 | 59 | 61 | 58 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 24752 | 12281 | 12471 | 24752 | 12281 | 12471 |
Profit Streak | 0 | 17.8387 | 0 | 0 | 17.8387 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420434 | 390315 | -349377 | -213844 | -286309 | -227034 |
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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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