Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276730.2826 | 279798.9197 | -3068.6371 | 58716.8705 | 326534.3542 | -267817.4837 |
Total P&L (%) | 276.7303 | 279.7989 | -3.0686 | 58.7169 | 326.5344 | -267.8175 |
Avg Daily Profit (%) | 0.1961 | 0.1983 | -0.0022 | 0.0327 | 0.1028 | 0 |
Buy And Hold Return (%) | 52.6933 | 52.6933 | 52.6933 | 52.6933 | 52.6933 | 52.6933 |
Max Trade Drawdown | -111519 | -49003 | -127466 | -306489 | -114481 | -362000 |
Profit Factor | 1.2082 | 1.501 | 0.996 | 1.0243 | 1.3317 | 0.8128 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 222 | 115 | 107 | 222 | 115 | 107 |
Losing Trades | 217 | 105 | 112 | 217 | 105 | 112 |
Profitability (%) | 50.5695 | 52.2727 | 48.8584 | 50.5695 | 52.2727 | 48.8584 |
Ratio Avg Win / Avg Loss | 1.181 | 1.3705 | 1.0426 | 1.0012 | 1.2159 | 0.8508 |
Largest Winning Trade | 83099 | 83099 | 55347 | 116457 | 116457 | 73887 |
Largest Losing Trade | -40783 | -22962 | -40783 | -127460 | -34136 | -127460 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 16643 | 8267 | 8376 | 16643 | 8267 | 8376 |
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 | 299279 | 312558 | -578964 | -470789 | -55067 | -580631 |
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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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