Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391980.3372 | 374639.4698 | 17340.8675 | 192108.2099 | 607712.6501 | -415604.4402 |
Total P&L (%) | 391.9803 | 374.6395 | 17.3409 | 192.1082 | 607.7127 | -415.6044 |
Avg Daily Profit (%) | 0.2776 | 0.2654 | 0.0123 | 0.076 | 0.1387 | 0 |
Buy And Hold Return (%) | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 |
Max Trade Drawdown | -227946 | -99500 | -176510 | -773474 | -321780 | -879918 |
Profit Factor | 1.2417 | 1.4712 | 1.021 | 1.0394 | 1.2644 | 0.8389 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 235 | 122 | 113 | 235 | 122 | 113 |
Losing Trades | 224 | 108 | 116 | 224 | 108 | 116 |
Profitability (%) | 51.1983 | 53.0435 | 49.345 | 51.1983 | 53.0435 | 49.345 |
Ratio Avg Win / Avg Loss | 1.1836 | 1.3024 | 1.0481 | 0.9907 | 1.1193 | 0.8612 |
Largest Winning Trade | 64048 | 64048 | 43290 | 203030 | 203030 | 149874 |
Largest Losing Trade | -35931 | -33282 | -35931 | -209663 | -178722 | -209663 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 8277 | 4257 | 4020 | 8277 | 4257 | 4020 |
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 | 346097 | 332325 | -538992 | -271108 | -6268 | -580112 |
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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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