Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353826.5951 | 334655.3585 | 19171.2366 | 217178.4649 | 347880.8126 | -130702.3477 |
Total P&L (%) | 353.8266 | 334.6554 | 19.1712 | 217.1785 | 347.8808 | -130.7023 |
Avg Daily Profit (%) | 0.2507 | 0.2371 | 0.0136 | 0.0818 | 0.1063 | 0 |
Buy And Hold Return (%) | 61.7701 | 61.7701 | 61.7701 | 61.7701 | 61.7701 | 61.7701 |
Max Trade Drawdown | -143912 | -60270 | -148946 | -472920 | -305710 | -223482 |
Profit Factor | 1.2655 | 1.5251 | 1.0276 | 1.1081 | 1.3596 | 0.8744 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 245 | 125 | 120 | 245 | 125 | 120 |
Losing Trades | 263 | 129 | 134 | 263 | 129 | 134 |
Profitability (%) | 48.2283 | 49.2126 | 47.2441 | 48.2283 | 49.2126 | 47.2441 |
Ratio Avg Win / Avg Loss | 1.3585 | 1.5739 | 1.1475 | 1.1896 | 1.4031 | 0.9764 |
Largest Winning Trade | 95724 | 95724 | 52471 | 191717 | 191717 | 87164 |
Largest Losing Trade | -27576 | -24681 | -27576 | -111970 | -82816 | -111970 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 16508 | 7289 | 9219 | 16508 | 7289 | 9219 |
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 | 325635 | 367169 | -530961 | -185967 | -50800 | -581076 |
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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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